+398.0%
MTZ vs PTC
+312.5%
+85.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | -6.0% | +1.2% | -7.2% | -6.4% |
| 3M | -36.1% | +27.4% | -63.5% | -43.1% |
| 6M | -56.9% | +39.2% | -96.1% | -63.9% |
| YTD | -15.9% | +12.5% | -28.4% | -23.3% |
| 1Y | -3.8% | +12.3% | -16.1% | -12.3% |
| 3Y | +272.3% | +28.8% | +243.4% | +211.5% |
| 5Y | +91.1% | +60.9% | +30.2% | +41.5% |
| All | +398.0% | +312.5% | +85.6% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling