+501.4%
MTZ vs PR
+66.0%
+435.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +9.2% |
| 7D | -6.4% | -16.4% | +10.0% | -3.4% |
| 30D | -22.1% | -1.9% | -20.2% | -21.8% |
| 3M | -32.7% | +8.0% | -40.6% | -33.7% |
| 6M | -59.8% | +4.1% | -63.9% | -60.4% |
| YTD | -19.9% | +58.7% | -78.6% | -26.9% |
| 1Y | -11.5% | +75.8% | -87.3% | -20.7% |
| 3Y | +258.1% | +73.2% | +184.9% | +219.4% |
| 5Y | +85.5% | +230.1% | -144.6% | +43.6% |
| All | +501.4% | +66.0% | +435.3% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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