-11.5%
MTZ vs PR
+80.1%
-91.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +9.5% |
| 7D | -6.4% | -16.4% | +10.0% | -7.6% |
| 30D | -22.1% | -1.9% | -20.2% | -21.5% |
| 3M | -32.7% | +8.0% | -40.6% | -31.4% |
| 6M | -59.8% | +4.1% | -63.9% | -58.7% |
| YTD | -19.9% | +58.7% | -78.6% | -13.2% |
| 1Y | -11.5% | +75.8% | -87.3% | -8.3% |
| All | -11.5% | +80.1% | -91.5% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling