-10.0%
MTZ vs PBF
+82.1%
-92.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.9% | -4.0% |
| 7D | -8.7% | -15.3% | +6.6% | -7.8% |
| 30D | -15.0% | -21.8% | +6.8% | -13.9% |
| 3M | -32.6% | -0.2% | -32.4% | -32.1% |
| 6M | -56.3% | +63.6% | -120.0% | -54.5% |
| YTD | -16.8% | +147.5% | -164.3% | -12.3% |
| 1Y | -10.0% | +69.8% | -79.9% | +1.5% |
| All | -10.0% | +82.1% | -92.2% | +1.5% |
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