+168.3%
MTZ vs PBR
+98.1%
+70.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +3.2% |
| 7D | +3.6% | +2.5% | +1.1% | +3.1% |
| 30D | -9.6% | +19.4% | -29.0% | -12.4% |
| 3M | -31.9% | +20.8% | -52.7% | -34.4% |
| 6M | -13.8% | +23.5% | -37.3% | -18.0% |
| YTD | +13.3% | +83.4% | -70.1% | -1.8% |
| 1Y | +39.3% | +77.6% | -38.3% | +21.4% |
| 3Y | +168.3% | +99.9% | +68.5% | +123.4% |
| All | +168.3% | +98.1% | +70.2% | +123.4% |
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