+95.0%
MTZ vs PBF
+419.4%
-324.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.3% |
| 7D | +5.0% | +6.5% | -1.5% | +4.1% |
| 30D | -6.0% | -20.0% | +14.0% | -3.1% |
| 3M | -36.1% | -3.3% | -32.8% | -36.1% |
| 6M | -56.9% | +76.8% | -133.7% | -60.3% |
| YTD | -15.9% | +168.9% | -184.9% | -29.0% |
| 1Y | -3.8% | +96.4% | -100.2% | -14.7% |
| 3Y | +272.3% | +77.2% | +195.1% | +218.0% |
| All | +95.0% | +419.4% | -324.4% | +34.4% |
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