+501.4%
MTZ vs PH
+759.6%
-258.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.9% | +6.7% | +7.4% |
| 7D | -6.4% | +2.0% | -8.4% | -7.2% |
| 30D | -22.1% | -3.7% | -18.4% | -19.6% |
| 3M | -32.7% | -14.0% | -18.6% | -24.5% |
| 6M | -59.8% | +2.1% | -61.9% | -60.6% |
| YTD | -19.9% | +5.1% | -25.0% | -23.7% |
| 1Y | -11.5% | +10.9% | -22.4% | -19.1% |
| 3Y | +258.1% | +132.9% | +125.1% | +89.0% |
| 5Y | +85.5% | +200.1% | -114.6% | -20.7% |
| All | +501.4% | +759.6% | -258.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling