+69.4%
MTZ vs PL
+11.6%
+57.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -10.1% | +4.9% | -3.4% |
| 7D | -10.6% | -20.5% | +9.9% | -6.9% |
| 30D | -30.4% | -38.8% | +8.4% | -24.2% |
| 3M | -40.4% | -49.1% | +8.7% | -33.2% |
| 6M | -63.7% | -69.4% | +5.7% | -56.4% |
| YTD | -26.9% | -42.3% | +15.5% | -23.2% |
| 1Y | -20.2% | -14.2% | -6.0% | -22.6% |
| 3Y | +208.1% | +398.7% | -190.5% | +94.4% |
| 5Y | +69.4% | +11.1% | +58.2% | +23.3% |
| All | +69.4% | +11.6% | +57.8% | +23.3% |
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 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