+695.5%
MTZ vs PR
+160.5%
+535.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -6.5% | -8.8% | -14.3% |
| 7D | -7.4% | -12.1% | +4.7% | -5.3% |
| 30D | -23.6% | +0.9% | -24.5% | -23.7% |
| 3M | -38.3% | +10.1% | -48.4% | -39.5% |
| 6M | -60.6% | +1.1% | -61.7% | -60.9% |
| YTD | -22.9% | +63.7% | -86.6% | -29.9% |
| 1Y | -14.3% | +87.0% | -101.3% | -24.0% |
| 3Y | +225.0% | +70.7% | +154.2% | +190.7% |
| 5Y | +87.2% | +246.8% | -159.6% | +44.1% |
| 10Y | +470.1% | +72.6% | +397.5% | +303.1% |
| All | +695.5% | +160.5% | +535.0% | +497.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling