+905.0%
MTZ vs PBF
+303.9%
+601.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.4% |
| 7D | -1.6% | +4.3% | -5.9% | -2.5% |
| 30D | -11.1% | +22.0% | -33.1% | -15.2% |
| 3M | -36.7% | +74.5% | -111.2% | -44.5% |
| 6M | -21.9% | +67.7% | -89.6% | -32.4% |
| YTD | +9.1% | +179.2% | -170.1% | -17.0% |
| 1Y | +30.0% | +170.0% | -140.0% | -1.9% |
| 3Y | +138.5% | +66.4% | +72.1% | +91.2% |
| 5Y | +158.3% | +764.5% | -606.1% | +24.2% |
| 10Y | +700.8% | +358.5% | +342.3% | +246.2% |
| All | +905.0% | +303.9% | +601.2% | +319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling