+166.3%
MTZ vs PPG
-20.0%
+186.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.0% |
| 7D | +2.3% | -3.7% | +6.0% | +4.2% |
| 30D | -10.3% | -7.2% | -3.1% | -6.9% |
| 3M | -31.8% | -7.3% | -24.5% | -29.5% |
| 6M | -19.2% | +0.3% | -19.4% | -20.5% |
| YTD | +10.7% | +6.5% | +4.2% | +4.2% |
| 1Y | +37.5% | +0.5% | +37.0% | +33.2% |
| 3Y | +162.4% | -15.3% | +177.6% | +176.7% |
| 5Y | +166.3% | -22.9% | +189.2% | +171.5% |
| All | +166.3% | -20.0% | +186.3% | +171.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling