-3.8%
MTZ vs PH
+13.5%
-17.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | +5.0% | +4.3% | +0.6% | +2.0% |
| 30D | -6.0% | +0.1% | -6.1% | -6.0% |
| 3M | -36.1% | -9.4% | -26.7% | -32.4% |
| 6M | -56.9% | +8.8% | -65.6% | -59.5% |
| YTD | -15.9% | +9.6% | -25.5% | -24.2% |
| 1Y | -3.8% | +14.4% | -18.3% | -16.3% |
| All | -3.8% | +13.5% | -17.3% | -16.3% |
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