-11.5%
MTZ vs PH
+11.6%
-23.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.9% | +6.7% | +7.6% |
| 7D | -6.4% | +2.0% | -8.4% | -6.8% |
| 30D | -22.1% | -3.7% | -18.4% | -20.0% |
| 3M | -32.7% | -14.0% | -18.6% | -26.2% |
| 6M | -59.8% | +2.1% | -61.9% | -60.7% |
| YTD | -19.9% | +5.1% | -25.0% | -25.5% |
| 1Y | -11.5% | +10.9% | -22.4% | -19.3% |
| All | -11.5% | +11.6% | -23.1% | -19.3% |
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