+654.3%
MTZ vs PR
+147.8%
+506.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.3% | -4.4% |
| 7D | -10.6% | -16.5% | +5.9% | -7.8% |
| 30D | -30.4% | -4.5% | -25.9% | -29.8% |
| 3M | -40.4% | +8.5% | -49.0% | -41.4% |
| 6M | -63.7% | -3.3% | -60.3% | -63.7% |
| YTD | -26.9% | +55.7% | -82.6% | -33.0% |
| 1Y | -20.2% | +82.0% | -102.2% | -28.9% |
| 3Y | +208.1% | +62.5% | +145.7% | +178.0% |
| 5Y | +69.4% | +223.9% | -154.5% | +31.9% |
| 10Y | +440.6% | +64.2% | +376.4% | +285.5% |
| All | +654.3% | +147.8% | +506.5% | +471.1% |
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