+398.0%
MTZ vs PPG
+53.9%
+344.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.4% |
| 7D | +5.0% | +0.7% | +4.2% | +4.6% |
| 30D | -6.0% | +17.6% | -23.6% | -16.3% |
| 3M | -36.1% | +7.5% | -43.6% | -39.8% |
| 6M | -56.9% | +17.6% | -74.5% | -62.1% |
| YTD | -15.9% | +22.6% | -38.5% | -29.7% |
| 1Y | -3.8% | +28.0% | -31.8% | -22.2% |
| 3Y | +272.3% | +1.8% | +270.5% | +246.0% |
| 5Y | +91.1% | -15.5% | +106.6% | +97.3% |
| All | +398.0% | +53.9% | +344.1% | +207.9% |
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