+157.9%
MTZ vs PBF
+772.7%
-614.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | -1.6% | +4.3% | -5.9% | -2.2% |
| 30D | -11.1% | +22.0% | -33.1% | -13.7% |
| 3M | -36.7% | +74.5% | -111.2% | -41.6% |
| 6M | -21.9% | +67.7% | -89.6% | -28.4% |
| YTD | +9.1% | +179.2% | -170.1% | -8.3% |
| 1Y | +30.0% | +170.0% | -140.0% | +8.6% |
| 3Y | +138.5% | +66.4% | +72.1% | +106.2% |
| All | +157.9% | +772.7% | -614.8% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling