+37.5%
MTZ vs PNR
-47.2%
+84.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.9% |
| 7D | +2.3% | -3.9% | +6.2% | +3.0% |
| 30D | -10.3% | -13.8% | +3.5% | -7.9% |
| 3M | -31.8% | -22.5% | -9.3% | -28.3% |
| 6M | -19.2% | -37.2% | +18.0% | -9.4% |
| YTD | +10.7% | -44.2% | +54.9% | +27.9% |
| 1Y | +37.5% | -46.6% | +84.2% | +67.1% |
| All | +37.5% | -47.2% | +84.8% | +67.1% |
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