+444.4%
MTZ vs PNR
+101.4%
+343.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.9% |
| 7D | +12.9% | -3.7% | +16.6% | +15.7% |
| 30D | -8.5% | +33.1% | -41.7% | -25.1% |
| 3M | -30.6% | +3.7% | -34.3% | -33.2% |
| 6M | -55.1% | -7.7% | -47.4% | -54.4% |
| YTD | -13.0% | -32.4% | +19.5% | +7.5% |
| 1Y | -4.3% | -35.0% | +30.7% | +21.5% |
| 3Y | +284.0% | +17.1% | +267.0% | +219.8% |
| 5Y | +97.7% | +0.1% | +97.5% | +79.1% |
| 10Y | +444.4% | +103.2% | +341.2% | +176.7% |
| All | +444.4% | +101.4% | +343.1% | +176.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling