+404.4%
MTZ vs PBF
+259.1%
+145.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.6% |
| 7D | +16.5% | +4.3% | +12.2% | +15.4% |
| 30D | -10.2% | -21.8% | +11.6% | -5.4% |
| 3M | -34.2% | +1.7% | -35.9% | -34.9% |
| 6M | -56.0% | +69.8% | -125.7% | -61.3% |
| YTD | -14.8% | +167.7% | -182.6% | -34.4% |
| 1Y | -7.2% | +89.0% | -96.2% | -22.9% |
| 3Y | +275.8% | +78.8% | +197.0% | +197.7% |
| 5Y | +93.5% | +415.4% | -321.9% | +8.8% |
| All | +404.4% | +259.1% | +145.2% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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