+694.1%
MTZ vs PBR
+1,864.5%
-1,170.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +2.7% |
| 7D | +3.6% | +2.5% | +1.1% | +2.7% |
| 30D | -9.6% | +19.4% | -29.0% | -14.7% |
| 3M | -31.9% | +20.8% | -52.7% | -36.3% |
| 6M | -13.8% | +23.5% | -37.3% | -20.4% |
| YTD | +13.3% | +83.4% | -70.1% | -8.1% |
| 1Y | +39.3% | +77.6% | -38.3% | +13.9% |
| 3Y | +168.3% | +99.9% | +68.5% | +106.0% |
| 5Y | +166.4% | +567.7% | -401.3% | +30.2% |
| 10Y | +739.9% | +621.5% | +118.4% | +241.5% |
| All | +694.1% | +1,864.5% | -1,170.3% | +73.6% |
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