+166.3%
MTZ vs PBR
+566.8%
-400.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | +2.3% | +0.3% | +1.9% | +2.2% |
| 30D | -10.3% | +17.5% | -27.8% | -12.9% |
| 3M | -31.8% | +20.9% | -52.7% | -34.3% |
| 6M | -19.2% | +20.2% | -39.4% | -22.5% |
| YTD | +10.7% | +84.3% | -73.6% | -2.6% |
| 1Y | +37.5% | +77.1% | -39.6% | +21.8% |
| 3Y | +162.4% | +100.8% | +61.5% | +123.8% |
| 5Y | +166.3% | +556.1% | -389.8% | +69.1% |
| All | +166.3% | +566.8% | -400.5% | +69.1% |
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