-4.3%
MTZ vs PBF
+78.3%
-82.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.2% | +4.2% |
| 7D | +12.9% | -4.0% | +16.8% | +13.1% |
| 30D | -8.5% | -18.0% | +9.4% | -7.8% |
| 3M | -30.6% | +0.9% | -31.5% | -30.3% |
| 6M | -55.1% | +65.7% | -120.8% | -53.6% |
| YTD | -13.0% | +161.9% | -174.8% | -8.8% |
| 1Y | -4.3% | +77.8% | -82.1% | +9.9% |
| All | -4.3% | +78.3% | -82.5% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling