+714.5%
MTZ vs PBF
+345.4%
+369.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.4% |
| 7D | -1.6% | +4.3% | -5.9% | -2.5% |
| 30D | -11.1% | +22.0% | -33.1% | -15.1% |
| 3M | -36.7% | +74.5% | -111.2% | -44.3% |
| 6M | -21.9% | +67.7% | -89.6% | -32.1% |
| YTD | +9.1% | +179.2% | -170.1% | -16.4% |
| 1Y | +30.0% | +170.0% | -140.0% | -1.1% |
| 3Y | +138.5% | +66.4% | +72.1% | +92.4% |
| 5Y | +158.3% | +764.5% | -606.1% | +25.7% |
| All | +714.5% | +345.4% | +369.1% | +259.8% |
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