+697.8%
MTZ vs PPL
+54.8%
+643.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +2.7% | -4.2% | -2.9% |
| 30D | -11.1% | +0.5% | -11.5% | -11.2% |
| 3M | -36.7% | +0.7% | -37.4% | -37.1% |
| 6M | -21.9% | -7.6% | -14.3% | -19.3% |
| YTD | +9.1% | +1.8% | +7.3% | +7.6% |
| 1Y | +30.0% | -0.8% | +30.7% | +29.4% |
| 3Y | +138.5% | +56.9% | +81.6% | +84.2% |
| 5Y | +158.3% | +39.5% | +118.8% | +111.2% |
| All | +697.8% | +54.8% | +643.0% | +511.0% |
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