+2,392.5%
MTZ vs PPG
+3,036.2%
-643.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.4% |
| 7D | +5.0% | +0.7% | +4.2% | +4.6% |
| 30D | -6.0% | +17.6% | -23.6% | -15.2% |
| 3M | -36.1% | +7.5% | -43.6% | -39.4% |
| 6M | -56.9% | +17.6% | -74.5% | -61.5% |
| YTD | -15.9% | +22.6% | -38.5% | -27.8% |
| 1Y | -3.8% | +28.0% | -31.8% | -19.6% |
| 3Y | +272.3% | +1.8% | +270.5% | +250.5% |
| 5Y | +91.1% | -15.5% | +106.6% | +96.1% |
| 10Y | +426.0% | +54.9% | +371.1% | +280.2% |
| All | +2,392.5% | +3,036.2% | -643.7% | +612.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling