-2.6%
MTZ vs PBR
+44.8%
-47.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.2% |
| 7D | +16.5% | -3.7% | +20.2% | +16.6% |
| 30D | -10.2% | -29.0% | +18.8% | -10.3% |
| 3M | -34.2% | +4.9% | -39.1% | -33.9% |
| 6M | -56.0% | -8.4% | -47.5% | -55.8% |
| YTD | -14.8% | +59.4% | -74.2% | -11.9% |
| All | -2.6% | +44.8% | -47.4% | +2.5% |
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