-14.3%
MTZ vs PTC
+0.1%
-14.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.6% | -16.0% | -15.3% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | -23.6% | +1.5% | -25.1% | -23.4% |
| 3M | -38.3% | +37.8% | -76.1% | -34.2% |
| 6M | -60.6% | +41.2% | -101.8% | -56.2% |
| YTD | -22.9% | +12.0% | -34.9% | -9.9% |
| 1Y | -14.3% | +1.6% | -15.9% | +2.6% |
| All | -14.3% | +0.1% | -14.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling