-10.0%
MTZ vs PH
+14.9%
-24.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -5.0% |
| 7D | -8.7% | +2.1% | -10.8% | -9.8% |
| 30D | -15.0% | +0.3% | -15.2% | -15.2% |
| 3M | -32.6% | -8.8% | -23.8% | -29.0% |
| 6M | -56.3% | +10.0% | -66.4% | -59.4% |
| YTD | -16.8% | +10.5% | -27.3% | -25.2% |
| 1Y | -10.0% | +15.5% | -25.6% | -20.3% |
| All | -10.0% | +14.9% | -24.9% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling