-23.8%
PDD vs MTZ
+165.9%
-189.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.8% |
| 7D | -4.1% | +3.6% | -7.7% | -4.8% |
| 30D | -13.1% | -9.6% | -3.4% | -11.5% |
| 3M | -3.5% | -31.9% | +28.5% | +2.7% |
| 6M | -21.8% | -13.8% | -8.0% | -22.4% |
| YTD | -29.7% | +13.3% | -42.9% | -35.3% |
| 1Y | -36.2% | +39.3% | -75.5% | -44.8% |
| 3Y | -16.4% | +168.3% | -184.7% | -41.8% |
| 5Y | -23.8% | +166.4% | -190.2% | -49.4% |
| All | -23.8% | +165.9% | -189.7% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling