+3,134.4%
MTZ vs PPG
+2,762.5%
+371.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.2% |
| 7D | -1.6% | -1.5% | -0.1% | -0.8% |
| 30D | -11.1% | -5.0% | -6.1% | -8.5% |
| 3M | -36.7% | +1.1% | -37.8% | -37.5% |
| 6M | -21.9% | -3.2% | -18.8% | -21.7% |
| YTD | +9.1% | +11.9% | -2.8% | -0.1% |
| 1Y | +30.0% | +5.3% | +24.6% | +22.5% |
| 3Y | +138.5% | -15.0% | +153.4% | +152.4% |
| 5Y | +158.3% | -19.6% | +177.9% | +174.9% |
| 10Y | +700.8% | +27.0% | +673.7% | +552.5% |
| All | +3,134.4% | +2,762.5% | +371.9% | +884.3% |
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 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