+86.1%
MTZ vs PL
+46.6%
+39.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +14.5% | -5.9% | +6.0% |
| 7D | -2.4% | +10.9% | -13.3% | -4.1% |
| 30D | -11.1% | -16.4% | +5.3% | -8.4% |
| 3M | -30.6% | -39.9% | +9.3% | -24.5% |
| 6M | -54.4% | -63.2% | +8.8% | -46.9% |
| YTD | -13.0% | -27.1% | +14.1% | -12.3% |
| 1Y | -5.7% | +12.2% | -17.9% | -12.8% |
| 3Y | +297.2% | +584.3% | -287.1% | +137.1% |
| 5Y | +95.9% | +37.0% | +58.9% | +31.8% |
| All | +86.1% | +46.6% | +39.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling