+697.8%
MTZ vs PTC
+224.0%
+473.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.2% | +4.5% |
| 7D | -1.6% | -10.3% | +8.7% | +2.6% |
| 30D | -11.1% | +1.1% | -12.2% | -12.1% |
| 3M | -36.7% | +1.6% | -38.3% | -38.7% |
| 6M | -21.9% | -13.5% | -8.5% | -19.7% |
| YTD | +9.1% | -19.1% | +28.2% | +15.3% |
| 1Y | +30.0% | -33.9% | +63.8% | +50.9% |
| 3Y | +138.5% | -3.9% | +142.4% | +127.7% |
| 5Y | +158.3% | +6.0% | +152.3% | +130.4% |
| All | +697.8% | +224.0% | +473.8% | +287.4% |
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