+449.0%
MTZ vs PPL
+62.9%
+386.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.5% |
| 7D | -10.6% | +1.0% | -11.7% | -11.1% |
| 30D | -30.4% | +6.8% | -37.2% | -32.7% |
| 3M | -40.4% | +3.9% | -44.3% | -41.6% |
| 6M | -63.7% | -2.0% | -61.6% | -63.5% |
| YTD | -26.9% | +5.3% | -32.1% | -29.2% |
| 1Y | -20.2% | +2.2% | -22.4% | -21.7% |
| 3Y | +208.1% | +56.7% | +151.4% | +138.7% |
| 5Y | +69.4% | +49.1% | +20.3% | +33.9% |
| All | +449.0% | +62.9% | +386.1% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling