-20.2%
MTZ vs PL
-11.4%
-8.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -10.1% | +4.9% | -3.3% |
| 7D | -10.6% | -20.5% | +9.9% | -6.9% |
| 30D | -30.4% | -38.8% | +8.4% | -24.3% |
| 3M | -40.4% | -49.1% | +8.7% | -33.3% |
| 6M | -63.7% | -69.4% | +5.7% | -57.0% |
| YTD | -26.9% | -42.3% | +15.5% | -21.2% |
| 1Y | -20.2% | -14.2% | -6.0% | -18.1% |
| All | -20.2% | -11.4% | -8.7% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling