-14.3%
MTZ vs PNR
-31.2%
+16.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.3% | -18.7% | -15.8% |
| 7D | -7.4% | +11.9% | -19.3% | -9.0% |
| 30D | -23.6% | +37.1% | -60.7% | -27.2% |
| 3M | -38.3% | +5.7% | -44.0% | -38.9% |
| 6M | -60.6% | -5.7% | -54.9% | -59.9% |
| YTD | -22.9% | -29.8% | +6.9% | -16.2% |
| 1Y | -14.3% | -31.8% | +17.5% | -6.0% |
| All | -14.3% | -31.2% | +16.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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