+2,185.6%
MTZ vs PPL
+2,153.2%
+32.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | 0.0% | -15.4% | -15.4% |
| 7D | -7.4% | +1.8% | -9.2% | -8.0% |
| 30D | -23.6% | +8.4% | -32.0% | -25.9% |
| 3M | -38.3% | +2.4% | -40.7% | -38.9% |
| 6M | -60.6% | -4.0% | -56.6% | -60.1% |
| YTD | -22.9% | +4.5% | -27.3% | -24.4% |
| 1Y | -14.3% | +1.7% | -16.0% | -15.2% |
| 3Y | +225.0% | +55.5% | +169.4% | +172.7% |
| 5Y | +87.2% | +47.0% | +40.2% | +59.9% |
| 10Y | +470.1% | +62.4% | +407.7% | +362.5% |
| All | +2,185.6% | +2,153.2% | +32.4% | +880.9% |
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