+61.8%
PCAR vs MTZ
+165.0%
-103.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.6% | -2.4% |
| 7D | 0.0% | +3.6% | -3.5% | -0.6% |
| 30D | -7.7% | -9.6% | +1.9% | -6.3% |
| 3M | +3.7% | -31.9% | +35.6% | +9.2% |
| 6M | +2.3% | -13.8% | +16.1% | +2.8% |
| YTD | +12.8% | +13.3% | -0.5% | +7.8% |
| 1Y | +27.8% | +39.3% | -11.5% | +17.3% |
| 3Y | +61.8% | +168.3% | -106.6% | +47.3% |
| All | +61.8% | +165.0% | -103.2% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling