+497.1%
MTZ vs PBR
+1,607.0%
-1,109.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.6% |
| 7D | +16.5% | -3.7% | +20.2% | +17.7% |
| 30D | -10.2% | -29.0% | +18.8% | -0.6% |
| 3M | -34.2% | +4.9% | -39.1% | -35.9% |
| 6M | -56.0% | -8.4% | -47.5% | -55.6% |
| YTD | -14.8% | +59.4% | -74.2% | -28.5% |
| 1Y | -7.2% | +45.5% | -52.7% | -20.0% |
| 3Y | +275.8% | +67.4% | +208.4% | +203.1% |
| 5Y | +93.5% | +453.0% | -359.5% | -0.1% |
| 10Y | +432.7% | +555.9% | -123.3% | +123.2% |
| All | +497.1% | +1,607.0% | -1,109.9% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling