+69.4%
MTZ vs PR
+225.6%
-156.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.3% | -4.0% |
| 7D | -10.6% | -16.5% | +5.9% | -6.4% |
| 30D | -30.4% | -4.5% | -25.9% | -29.5% |
| 3M | -40.4% | +8.5% | -49.0% | -41.9% |
| 6M | -63.7% | -3.3% | -60.3% | -63.7% |
| YTD | -26.9% | +55.7% | -82.6% | -36.3% |
| 1Y | -20.2% | +82.0% | -102.2% | -33.7% |
| 3Y | +208.1% | +62.5% | +145.7% | +159.4% |
| 5Y | +69.4% | +223.9% | -154.5% | +15.6% |
| All | +69.4% | +225.6% | -156.2% | +15.6% |
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