-76.5%
PCG vs MTZ
+427.4%
-503.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -2.0% | +16.5% | -18.4% | -5.6% |
| 30D | -2.7% | -10.2% | +7.5% | -1.1% |
| 3M | -25.1% | -34.2% | +9.1% | -18.4% |
| 6M | -22.3% | -56.0% | +33.7% | -8.4% |
| YTD | -18.5% | -14.8% | -3.6% | -19.4% |
| 1Y | -21.8% | -7.2% | -14.6% | -24.6% |
| 3Y | -21.0% | +275.8% | -296.8% | -51.0% |
| 5Y | +8.1% | +93.5% | -85.4% | -22.8% |
| All | -76.5% | +427.4% | -503.8% | -88.2% |
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 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