+272.3%
MTZ vs PTC
+29.1%
+243.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | +5.0% | +0.5% | +4.5% | +4.9% |
| 30D | -6.0% | +1.2% | -7.2% | -6.2% |
| 3M | -36.1% | +27.4% | -63.5% | -38.2% |
| 6M | -56.9% | +39.2% | -96.1% | -59.0% |
| YTD | -15.9% | +12.5% | -28.4% | -12.2% |
| 1Y | -3.8% | +12.3% | -16.1% | +0.4% |
| 3Y | +272.3% | +28.8% | +243.4% | +190.5% |
| All | +272.3% | +29.1% | +243.1% | +190.5% |
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 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