+287.1%
PCAR vs MTZ
+420.7%
-133.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +4.9% | +5.0% | 0.0% | +3.7% |
| 30D | -1.4% | -6.0% | +4.6% | -0.9% |
| 3M | -18.1% | -36.1% | +18.0% | -10.3% |
| 6M | -4.0% | -56.9% | +52.9% | +13.8% |
| YTD | -1.5% | -15.9% | +14.5% | -2.0% |
| 1Y | +13.2% | -3.8% | +17.0% | +8.6% |
| 3Y | +35.8% | +272.3% | -236.5% | -12.9% |
| 5Y | +114.6% | +91.1% | +23.6% | +58.3% |
| All | +287.1% | +420.7% | -133.6% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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