+3,134.4%
MTZ vs PNR
+3,652.8%
-518.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | -2.4% | +0.8% | -0.4% |
| 30D | -11.1% | -12.8% | +1.7% | -5.1% |
| 3M | -36.7% | -17.0% | -19.7% | -31.7% |
| 6M | -21.9% | -37.4% | +15.5% | -3.3% |
| YTD | +9.1% | -41.6% | +50.7% | +38.6% |
| 1Y | +30.0% | -44.6% | +74.6% | +69.6% |
| 3Y | +138.5% | -12.1% | +150.6% | +148.1% |
| 5Y | +158.3% | -17.4% | +175.7% | +171.6% |
| 10Y | +700.8% | +64.0% | +636.8% | +504.8% |
| All | +3,134.4% | +3,652.8% | -518.4% | +961.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling