+13,096.5%
PCAR vs MTZ
+2,422.4%
+10,674.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +1.8% |
| 7D | +2.2% | +12.9% | -10.7% | +0.3% |
| 30D | +0.3% | -8.5% | +8.9% | +1.1% |
| 3M | -17.9% | -30.6% | +12.7% | -14.2% |
| 6M | -3.4% | -55.1% | +51.7% | +6.5% |
| YTD | -0.1% | -13.0% | +12.9% | -0.3% |
| 1Y | +13.4% | -4.3% | +17.7% | +11.5% |
| 3Y | +37.2% | +284.0% | -246.8% | +8.0% |
| 5Y | +117.3% | +97.7% | +19.7% | +84.7% |
| 10Y | +295.0% | +444.4% | -149.4% | +180.9% |
| All | +13,096.5% | +2,422.4% | +10,674.1% | +6,693.1% |
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