+285.3%
MTZ vs PPG
+4.6%
+280.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +12.9% | -1.2% | +14.1% | +13.5% |
| 30D | -8.5% | +21.2% | -29.8% | -16.3% |
| 3M | -30.6% | +8.2% | -38.8% | -33.3% |
| 6M | -55.1% | +17.2% | -72.3% | -58.6% |
| YTD | -13.0% | +25.0% | -37.9% | -23.8% |
| 1Y | -4.3% | +33.5% | -37.8% | -19.4% |
| All | +285.3% | +4.6% | +280.7% | +289.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling