+492.6%
MTZ vs PTC
+326.2%
+166.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.2% | +8.4% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -11.1% | +0.7% | -11.8% | -11.3% |
| 3M | -30.6% | +32.6% | -63.2% | -39.3% |
| 6M | -54.4% | +33.6% | -87.9% | -61.1% |
| YTD | -13.0% | +12.4% | -25.5% | -20.7% |
| 1Y | -5.7% | +11.2% | -16.9% | -13.6% |
| 3Y | +297.2% | +31.7% | +265.5% | +228.9% |
| 5Y | +95.9% | +60.1% | +35.8% | +45.3% |
| 10Y | +492.6% | +317.2% | +175.4% | +154.7% |
| All | +492.6% | +326.2% | +166.5% | +154.7% |
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