+258.1%
MTZ vs PTC
+32.2%
+225.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.3% | +9.5% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -22.1% | +0.8% | -22.8% | -22.1% |
| 3M | -32.7% | +32.1% | -64.8% | -35.5% |
| 6M | -59.8% | +42.6% | -102.4% | -62.4% |
| YTD | -19.9% | +12.0% | -31.9% | -16.4% |
| 1Y | -11.5% | +12.2% | -23.6% | -7.7% |
| 3Y | +258.1% | +31.2% | +226.9% | +146.6% |
| All | +258.1% | +32.2% | +225.9% | +146.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling