+6,669.1%
MTZ vs IDXX
+54,849.3%
-48,180.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.0% |
| 7D | +2.3% | -4.4% | +6.7% | +3.4% |
| 30D | -10.3% | -13.5% | +3.2% | -7.1% |
| 3M | -31.8% | -11.0% | -20.8% | -30.4% |
| 6M | -19.2% | -15.6% | -3.6% | -16.5% |
| YTD | +10.7% | -23.9% | +34.6% | +17.2% |
| 1Y | +37.5% | -21.4% | +59.0% | +43.6% |
| 3Y | +162.4% | +10.6% | +151.8% | +145.9% |
| 5Y | +166.3% | -23.9% | +190.2% | +169.4% |
| 10Y | +753.2% | +368.4% | +384.7% | +435.0% |
| All | +6,669.1% | +54,849.3% | -48,180.2% | +1,884.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling