+168.3%
MTZ vs PPG
-13.4%
+181.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +5.0% |
| 7D | +3.6% | 0.0% | +3.5% | +3.5% |
| 30D | -9.6% | -7.8% | -1.9% | -6.2% |
| 3M | -31.9% | -2.2% | -29.7% | -31.7% |
| 6M | -13.8% | +4.1% | -18.0% | -16.7% |
| YTD | +13.3% | +9.1% | +4.2% | +5.0% |
| 1Y | +39.3% | +1.0% | +38.3% | +34.9% |
| 3Y | +168.3% | -13.3% | +181.6% | +177.3% |
| All | +168.3% | -13.4% | +181.7% | +177.3% |
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