+404.4%
MTZ vs PPL
+65.0%
+339.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +16.5% | -2.2% | +18.7% | +17.7% |
| 30D | -10.2% | +1.7% | -11.9% | -11.1% |
| 3M | -34.2% | +0.1% | -34.3% | -34.4% |
| 6M | -56.0% | -1.5% | -54.4% | -55.8% |
| YTD | -14.8% | +3.0% | -17.8% | -16.8% |
| 1Y | -7.2% | -1.4% | -5.8% | -7.4% |
| 3Y | +275.8% | +53.5% | +222.3% | +192.0% |
| 5Y | +93.5% | +46.4% | +47.1% | +53.3% |
| All | +404.4% | +65.0% | +339.4% | +283.7% |
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