+753.2%
MTZ vs PNR
+63.0%
+690.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.0% |
| 7D | +2.3% | -3.9% | +6.2% | +4.9% |
| 30D | -10.3% | -13.8% | +3.5% | -1.5% |
| 3M | -31.8% | -22.5% | -9.3% | -21.3% |
| 6M | -19.2% | -37.2% | +18.0% | +6.9% |
| YTD | +10.7% | -44.2% | +54.9% | +57.0% |
| 1Y | +37.5% | -46.6% | +84.2% | +101.2% |
| 3Y | +162.4% | -12.5% | +174.9% | +168.5% |
| 5Y | +166.3% | -19.3% | +185.7% | +181.2% |
| 10Y | +753.2% | +67.5% | +685.7% | +383.6% |
| All | +753.2% | +63.0% | +690.2% | +383.6% |
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