+753.2%
MTZ vs PNC
+268.7%
+484.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.6% |
| 7D | +2.3% | -0.7% | +3.0% | +2.7% |
| 30D | -10.3% | -4.4% | -5.9% | -7.6% |
| 3M | -31.8% | +4.5% | -36.3% | -34.3% |
| 6M | -19.2% | +19.1% | -38.2% | -28.8% |
| YTD | +10.7% | +18.0% | -7.3% | -2.5% |
| 1Y | +37.5% | +24.1% | +13.5% | +16.9% |
| 3Y | +162.4% | +130.0% | +32.3% | +42.8% |
| 5Y | +166.3% | +50.4% | +115.9% | +88.1% |
| 10Y | +753.2% | +271.3% | +481.9% | +186.5% |
| All | +753.2% | +268.7% | +484.4% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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