-3.8%
MTZ vs PPG
+28.6%
-32.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +5.0% | +0.7% | +4.2% | +4.9% |
| 30D | -6.0% | +17.6% | -23.6% | -9.7% |
| 3M | -36.1% | +7.5% | -43.6% | -37.3% |
| 6M | -56.9% | +17.6% | -74.5% | -58.6% |
| YTD | -15.9% | +22.6% | -38.5% | -19.5% |
| 1Y | -3.8% | +28.0% | -31.8% | -6.9% |
| All | -3.8% | +28.6% | -32.5% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling