+2,479.7%
MTZ vs PNR
+4,242.4%
-1,762.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +12.9% | -3.7% | +16.6% | +15.0% |
| 30D | -8.5% | +33.1% | -41.7% | -21.5% |
| 3M | -30.6% | +3.7% | -34.3% | -32.7% |
| 6M | -55.1% | -7.7% | -47.4% | -54.5% |
| YTD | -13.0% | -32.4% | +19.5% | +1.8% |
| 1Y | -4.3% | -35.0% | +30.7% | +14.1% |
| 3Y | +284.0% | +17.1% | +267.0% | +242.7% |
| 5Y | +97.7% | +0.1% | +97.5% | +87.2% |
| 10Y | +444.4% | +103.2% | +341.2% | +266.9% |
| All | +2,479.7% | +4,242.4% | -1,762.7% | +679.1% |
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 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