-3.8%
MTZ vs PNR
-35.8%
+32.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +5.0% | +0.3% | +4.7% | +5.0% |
| 30D | -6.0% | +31.7% | -37.7% | -9.7% |
| 3M | -36.1% | +2.6% | -38.8% | -36.5% |
| 6M | -56.9% | -6.4% | -50.5% | -56.4% |
| YTD | -15.9% | -33.4% | +17.5% | -8.7% |
| 1Y | -3.8% | -35.1% | +31.2% | +5.2% |
| All | -3.8% | -35.8% | +32.0% | +5.2% |
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