+442.2%
MTZ vs PTC
+315.4%
+126.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.5% |
| 7D | -8.7% | +1.3% | -10.0% | -9.2% |
| 30D | -15.0% | +1.1% | -16.0% | -15.3% |
| 3M | -32.6% | +30.1% | -62.7% | -40.5% |
| 6M | -56.3% | +34.0% | -90.4% | -62.8% |
| YTD | -16.8% | +12.8% | -29.6% | -24.2% |
| 1Y | -10.0% | +10.7% | -20.8% | -17.4% |
| 3Y | +267.1% | +29.6% | +237.5% | +206.4% |
| 5Y | +89.9% | +63.5% | +26.3% | +39.5% |
| 10Y | +442.2% | +316.7% | +125.6% | +133.5% |
| All | +442.2% | +315.4% | +126.9% | +133.5% |
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