+2,274.1%
MTZ vs PH
+24,008.7%
-21,734.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.9% | +6.7% | +7.9% |
| 7D | -6.4% | +2.0% | -8.4% | -7.0% |
| 30D | -22.1% | -3.7% | -18.4% | -20.2% |
| 3M | -32.7% | -14.0% | -18.6% | -26.4% |
| 6M | -59.8% | +2.1% | -61.9% | -60.3% |
| YTD | -19.9% | +5.1% | -25.0% | -22.5% |
| 1Y | -11.5% | +10.9% | -22.4% | -16.9% |
| 3Y | +258.1% | +132.9% | +125.1% | +123.4% |
| 5Y | +85.5% | +200.1% | -114.6% | -0.5% |
| 10Y | +492.2% | +783.8% | -291.6% | +77.5% |
| All | +2,274.1% | +24,008.7% | -21,734.6% | +194.7% |
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