+157.9%
MTZ vs PR
+433.6%
-275.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.5% |
| 7D | -1.6% | +2.9% | -4.5% | -2.3% |
| 30D | -11.1% | +18.0% | -29.1% | -14.9% |
| 3M | -36.7% | +16.9% | -53.6% | -39.6% |
| 6M | -21.9% | +28.2% | -50.2% | -27.8% |
| YTD | +9.1% | +69.3% | -60.2% | -6.8% |
| 1Y | +30.0% | +69.5% | -39.5% | +10.6% |
| 3Y | +138.5% | +81.7% | +56.8% | +95.4% |
| All | +157.9% | +433.6% | -275.7% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling