-14.3%
MTZ vs PBR
+74.7%
-89.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -7.0% | -8.4% | -15.2% |
| 7D | -7.4% | -11.0% | +3.6% | -7.3% |
| 30D | -23.6% | -18.8% | -4.8% | -23.7% |
| 3M | -38.3% | +7.8% | -46.1% | -38.3% |
| 6M | -60.6% | -7.6% | -53.0% | -60.5% |
| YTD | -22.9% | +72.7% | -95.5% | -21.9% |
| 1Y | -14.3% | +72.9% | -87.2% | -13.3% |
| All | -14.3% | +74.7% | -89.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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