+3,134.4%
MTZ vs PPL
+2,096.5%
+1,038.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +2.7% | -4.2% | -2.5% |
| 30D | -11.1% | +0.5% | -11.5% | -11.2% |
| 3M | -36.7% | +0.7% | -37.4% | -37.0% |
| 6M | -21.9% | -7.6% | -14.3% | -20.0% |
| YTD | +9.1% | +1.8% | +7.3% | +8.1% |
| 1Y | +30.0% | -0.8% | +30.7% | +29.7% |
| 3Y | +138.5% | +56.9% | +81.6% | +99.4% |
| 5Y | +158.3% | +39.5% | +118.8% | +125.2% |
| 10Y | +700.8% | +55.4% | +645.4% | +560.1% |
| All | +3,134.4% | +2,096.5% | +1,038.0% | +1,302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling