+172.5%
MTZ vs PSLV
+173.4%
-0.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.9% |
| 7D | +3.6% | +2.7% | +0.9% | +2.9% |
| 30D | -9.6% | +3.5% | -13.1% | -10.4% |
| 3M | -31.9% | +0.3% | -32.2% | -32.2% |
| 6M | -13.8% | -21.0% | +7.2% | -11.1% |
| YTD | +13.3% | -8.9% | +22.2% | +8.0% |
| 1Y | +39.3% | +54.0% | -14.7% | +13.3% |
| All | +172.5% | +173.4% | -0.8% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling