+22.1%
MTZ vs PBR
+80.2%
-58.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -3.6% |
| 7D | 0.0% | +4.2% | -4.3% | -0.2% |
| 30D | -14.8% | +22.7% | -37.6% | -15.4% |
| 3M | -30.8% | +21.5% | -52.3% | -31.4% |
| 6M | -22.6% | +24.0% | -46.6% | -24.4% |
| YTD | +6.8% | +88.2% | -81.4% | +0.8% |
| 1Y | +22.1% | +74.8% | -52.7% | +14.0% |
| All | +22.1% | +80.2% | -58.0% | +14.0% |
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