+285.3%
MTZ vs PBR
+64.4%
+220.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +5.0% |
| 7D | +12.9% | -9.1% | +22.0% | +14.7% |
| 30D | -8.5% | -29.9% | +21.4% | -3.5% |
| 3M | -30.6% | +2.3% | -32.9% | -31.8% |
| 6M | -55.1% | -10.9% | -44.2% | -54.7% |
| YTD | -13.0% | +56.9% | -69.9% | -24.4% |
| 1Y | -4.3% | +38.0% | -42.3% | -13.9% |
| All | +285.3% | +64.4% | +220.9% | +226.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling