+3,134.4%
MTZ vs PH
+25,185.5%
-22,051.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -1.6% | -3.1% | +1.5% | +0.1% |
| 30D | -11.1% | -3.2% | -7.8% | -9.8% |
| 3M | -36.7% | +10.6% | -47.3% | -40.6% |
| 6M | -21.9% | -2.1% | -19.8% | -21.7% |
| YTD | +9.1% | +10.2% | -1.1% | +2.4% |
| 1Y | +30.0% | +28.2% | +1.7% | +11.8% |
| 3Y | +138.5% | +134.9% | +3.6% | +47.0% |
| 5Y | +158.3% | +253.6% | -95.3% | +25.8% |
| 10Y | +700.8% | +804.7% | -104.0% | +135.6% |
| All | +3,134.4% | +25,185.5% | -22,051.1% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling