+89.9%
MTZ vs PNR
+0.3%
+89.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.9% |
| 7D | -8.7% | -0.1% | -8.6% | -9.0% |
| 30D | -15.0% | +33.4% | -48.3% | -28.1% |
| 3M | -32.6% | +4.9% | -37.4% | -34.9% |
| 6M | -56.3% | -8.5% | -47.8% | -55.2% |
| YTD | -16.8% | -32.1% | +15.3% | +1.3% |
| 1Y | -10.0% | -35.0% | +24.9% | +12.7% |
| 3Y | +267.1% | +17.6% | +249.5% | +214.7% |
| 5Y | +89.9% | +0.9% | +89.0% | +74.0% |
| All | +89.9% | +0.3% | +89.5% | +74.0% |
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