-59.8%
MTZ vs PBF
+57.6%
-117.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.6% | +11.1% | +9.9% |
| 7D | -6.4% | -13.8% | +7.3% | -3.2% |
| 30D | -22.1% | -19.6% | -2.4% | -18.6% |
| 3M | -32.7% | +10.3% | -42.9% | -35.2% |
| 6M | -59.8% | +63.4% | -123.3% | -61.8% |
| All | -59.8% | +57.6% | -117.4% | -61.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling