+1,025.7%
MTZ vs PR
+169.5%
+856.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | -1.6% | +2.9% | -4.5% | -2.1% |
| 30D | -11.1% | +18.0% | -29.1% | -13.6% |
| 3M | -36.7% | +16.9% | -53.6% | -38.6% |
| 6M | -21.9% | +28.2% | -50.2% | -25.8% |
| YTD | +9.1% | +69.3% | -60.2% | -1.2% |
| 1Y | +30.0% | +69.5% | -39.5% | +17.4% |
| 3Y | +138.5% | +81.7% | +56.8% | +111.0% |
| 5Y | +158.3% | +422.2% | -263.9% | +86.9% |
| 10Y | +700.8% | +110.4% | +590.4% | +476.1% |
| All | +1,025.7% | +169.5% | +856.2% | +741.3% |
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 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