+12,760.8%
PCAR vs MTZ
+2,420.7%
+10,340.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.6% | -4.9% | +2.4% |
| 7D | +2.9% | -2.4% | +5.3% | +2.8% |
| 30D | -2.1% | -11.1% | +9.0% | -1.0% |
| 3M | -20.4% | -30.6% | +10.3% | -16.8% |
| 6M | -7.0% | -54.4% | +47.4% | +2.4% |
| YTD | -2.6% | -13.0% | +10.4% | -2.8% |
| 1Y | +9.8% | -5.7% | +15.5% | +8.2% |
| 3Y | +37.3% | +297.2% | -259.9% | +7.5% |
| 5Y | +116.4% | +95.9% | +20.6% | +84.2% |
| 10Y | +293.0% | +492.6% | -199.7% | +176.5% |
| All | +12,760.8% | +2,420.7% | +10,340.2% | +6,522.2% |
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