+166.4%
MTZ vs PNR
-17.7%
+184.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.6% | +6.4% | +5.3% |
| 7D | +3.6% | -3.0% | +6.6% | +5.3% |
| 30D | -9.6% | -14.9% | +5.3% | -1.4% |
| 3M | -31.9% | -19.0% | -12.9% | -24.9% |
| 6M | -13.8% | -35.9% | +22.1% | +9.4% |
| YTD | +13.3% | -43.1% | +56.4% | +53.2% |
| 1Y | +39.3% | -46.4% | +85.7% | +96.0% |
| 3Y | +168.3% | -10.8% | +179.2% | +171.1% |
| 5Y | +166.4% | -18.9% | +185.3% | +178.1% |
| All | +166.4% | -17.7% | +184.1% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling