+172.5%
MTZ vs PNC
+129.8%
+42.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.5% |
| 7D | +3.6% | +2.3% | +1.3% | +2.0% |
| 30D | -9.6% | -3.8% | -5.8% | -7.5% |
| 3M | -31.9% | +7.8% | -39.7% | -35.6% |
| 6M | -13.8% | +19.7% | -33.5% | -24.0% |
| YTD | +13.3% | +19.1% | -5.9% | -0.7% |
| 1Y | +39.3% | +23.1% | +16.2% | +19.3% |
| All | +172.5% | +129.8% | +42.7% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling