+30.0%
MTZ vs PBR
+70.4%
-40.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.2% |
| 7D | -1.6% | +8.6% | -10.2% | -2.1% |
| 30D | -11.1% | +12.8% | -23.9% | -11.8% |
| 3M | -36.7% | +14.7% | -51.4% | -37.4% |
| 6M | -21.9% | +25.2% | -47.1% | -25.0% |
| YTD | +9.1% | +77.1% | -68.0% | -1.8% |
| 1Y | +30.0% | +69.6% | -39.6% | +17.1% |
| All | +30.0% | +70.4% | -40.4% | +17.1% |
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