+766.7%
MTZ vs IDXX
+360.5%
+406.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +1.4% | -5.7% | +7.1% | +3.3% |
| 30D | -14.5% | -11.5% | -2.9% | -11.1% |
| 3M | -32.9% | -9.5% | -23.4% | -31.5% |
| 6M | -20.8% | -16.0% | -4.9% | -17.3% |
| YTD | +10.6% | -25.4% | +36.0% | +20.2% |
| 1Y | +27.1% | -21.8% | +48.9% | +34.8% |
| 3Y | +166.1% | +7.0% | +159.1% | +141.0% |
| 5Y | +170.7% | -26.0% | +196.6% | +170.3% |
| All | +766.7% | +360.5% | +406.2% | +341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling