-6.0%
MTZ vs PCOR
-4.3%
-1.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +8.9% |
| 7D | -2.4% | +22.2% | -24.6% | +3.1% |
| 30D | -11.1% | +36.0% | -47.1% | -4.6% |
| 3M | -30.6% | +34.0% | -64.6% | -25.5% |
| 6M | -54.4% | +43.5% | -97.9% | -48.7% |
| YTD | -13.0% | +5.1% | -18.1% | +3.8% |
| All | -6.0% | -4.3% | -1.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling