+38.9%
MTZ vs PCOR
-10.0%
+48.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -10.6% | +23.7% | -34.3% | -15.0% |
| 30D | -30.4% | +39.0% | -69.4% | -35.5% |
| 3M | -40.4% | +35.8% | -76.2% | -44.8% |
| 6M | -63.7% | +38.2% | -101.9% | -66.9% |
| YTD | -26.9% | +3.9% | -30.8% | -29.3% |
| 1Y | -20.2% | +5.7% | -25.8% | -23.3% |
| 3Y | +208.1% | +44.8% | +163.4% | +167.8% |
| 5Y | +69.4% | -19.8% | +89.2% | +52.7% |
| All | +38.9% | -10.0% | +48.9% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling