-56.0%
MTZ vs PH
+9.6%
-65.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -0.9% |
| 7D | +16.5% | +7.4% | +9.1% | +10.5% |
| 30D | -10.2% | +0.5% | -10.7% | -10.8% |
| 3M | -34.2% | -10.2% | -23.9% | -30.5% |
| 6M | -56.0% | +8.9% | -64.9% | -61.2% |
| All | -56.0% | +9.6% | -65.5% | -61.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling