+74.8%
MTZ vs PCOR
-19.6%
+94.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +9.6% |
| 7D | -6.4% | +22.7% | -29.2% | -11.2% |
| 30D | -22.1% | +37.5% | -59.5% | -28.0% |
| 3M | -32.7% | +35.2% | -67.9% | -38.0% |
| 6M | -59.8% | +42.2% | -102.1% | -63.9% |
| YTD | -19.9% | +3.6% | -23.5% | -22.5% |
| 1Y | -11.5% | -4.8% | -6.7% | -12.1% |
| 3Y | +258.1% | +48.3% | +209.7% | +204.5% |
| All | +74.8% | -19.6% | +94.4% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling