+2,067.4%
MTZ vs PTC
+8,796.0%
-6,728.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.1% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | -30.4% | +0.8% | -31.2% | -30.5% |
| 3M | -40.4% | +39.6% | -80.0% | -46.3% |
| 6M | -63.7% | +41.5% | -105.1% | -67.9% |
| YTD | -26.9% | +11.7% | -38.6% | -31.8% |
| 1Y | -20.2% | +2.4% | -22.6% | -23.9% |
| 3Y | +208.1% | +31.9% | +176.2% | +174.6% |
| 5Y | +69.4% | +54.5% | +14.9% | +44.0% |
| 10Y | +440.6% | +342.1% | +98.5% | +247.9% |
| All | +2,067.4% | +8,796.0% | -6,728.6% | +743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling