+194.4%
PDD vs MTZ
+392.2%
-197.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | -4.4% | +2.3% | -6.7% | -4.9% |
| 30D | -15.5% | -10.3% | -5.2% | -13.9% |
| 3M | -4.1% | -31.8% | +27.8% | +1.6% |
| 6M | -23.4% | -19.2% | -4.2% | -22.4% |
| YTD | -30.7% | +10.7% | -41.4% | -34.8% |
| 1Y | -37.6% | +37.5% | -75.2% | -44.5% |
| 3Y | -17.5% | +162.4% | -179.9% | -39.4% |
| 5Y | -24.6% | +166.3% | -190.9% | -46.0% |
| All | +194.4% | +392.2% | -197.8% | +59.7% |
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