-60.6%
MTZ vs PCOR
+27.5%
-88.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +19.7% | -35.1% | -8.7% |
| 7D | -7.4% | +21.8% | -29.2% | +0.3% |
| 30D | -23.6% | +39.5% | -63.1% | -14.4% |
| 3M | -38.3% | +35.2% | -73.6% | -31.2% |
| 6M | -60.6% | +21.7% | -82.3% | -55.9% |
| All | -60.6% | +27.5% | -88.1% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling