+82.2%
MTZ vs PL
+41.8%
+40.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.6% |
| 7D | +16.5% | +22.3% | -5.8% | +12.4% |
| 30D | -10.2% | -8.3% | -1.9% | -8.9% |
| 3M | -34.2% | -43.3% | +9.1% | -27.7% |
| 6M | -56.0% | -65.8% | +9.9% | -48.1% |
| YTD | -14.8% | -29.5% | +14.7% | -13.7% |
| 1Y | -7.2% | +11.7% | -19.0% | -14.1% |
| 3Y | +275.8% | +540.6% | -264.8% | +126.9% |
| 5Y | +93.5% | +32.9% | +60.6% | +30.8% |
| All | +82.2% | +41.8% | +40.4% | +22.4% |
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