+97.7%
MTZ vs PBR
+450.9%
-353.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | -30.6% | +2.3% | -32.9% | -31.5% |
| 6M | -55.1% | -10.9% | -44.2% | -54.7% |
| YTD | -13.0% | +56.9% | -69.9% | -21.8% |
| 1Y | -4.3% | +38.0% | -42.3% | -11.8% |
| 3Y | +284.0% | +64.8% | +219.2% | +237.5% |
| 5Y | +97.7% | +447.1% | -349.4% | +28.8% |
| All | +97.7% | +450.9% | -353.2% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling