+74.8%
MTZ vs PL
+20.8%
+54.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.4% | -0.8% | +7.7% |
| 7D | -6.4% | -6.8% | +0.4% | -5.1% |
| 30D | -22.1% | -29.3% | +7.2% | -17.3% |
| 3M | -32.7% | -44.8% | +12.1% | -25.6% |
| 6M | -59.8% | -68.4% | +8.6% | -52.0% |
| YTD | -19.9% | -36.4% | +16.5% | -17.3% |
| 1Y | -11.5% | +0.7% | -12.2% | -16.5% |
| 3Y | +258.1% | +455.3% | -197.2% | +122.0% |
| All | +74.8% | +20.8% | +54.0% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling