+737.1%
MTZ vs PPG
+26.3%
+710.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -2.2% |
| 7D | 0.0% | -5.1% | +5.1% | +3.4% |
| 30D | -14.8% | -9.6% | -5.3% | -9.2% |
| 3M | -30.8% | -6.4% | -24.4% | -28.3% |
| 6M | -22.6% | +0.5% | -23.1% | -24.5% |
| YTD | +6.8% | +4.4% | +2.4% | +0.4% |
| 1Y | +22.1% | -0.9% | +23.0% | +18.3% |
| 3Y | +153.1% | -17.0% | +170.1% | +172.9% |
| 5Y | +161.4% | -23.7% | +185.1% | +188.1% |
| All | +737.1% | +26.3% | +710.7% | +505.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling