-30.6%
MTZ vs PPG
+9.8%
-40.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.7% |
| 7D | +12.9% | -1.2% | +14.1% | +12.1% |
| 30D | -8.5% | +21.2% | -29.8% | -6.4% |
| 3M | -30.6% | +8.2% | -38.8% | -32.0% |
| All | -30.6% | +9.8% | -40.4% | -32.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling