+15,068.3%
PCAR vs MTZ
+3,062.5%
+12,005.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.2% |
| 7D | -0.5% | -1.6% | +1.1% | -0.3% |
| 30D | -6.2% | -11.1% | +4.8% | -4.7% |
| 3M | +5.9% | -36.7% | +42.6% | +12.1% |
| 6M | +0.4% | -21.9% | +22.3% | +2.8% |
| YTD | +14.8% | +9.1% | +5.7% | +11.8% |
| 1Y | +30.1% | +30.0% | +0.1% | +23.1% |
| 3Y | +66.7% | +138.5% | -71.8% | +40.9% |
| 5Y | +166.1% | +158.3% | +7.8% | +119.2% |
| 10Y | +353.7% | +700.8% | -347.1% | +208.1% |
| All | +15,068.3% | +3,062.5% | +12,005.8% | +7,517.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling