+91.3%
PEP vs MTZ
+427.4%
-336.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -0.3% | +16.5% | -16.8% | -1.0% |
| 30D | +11.8% | -10.2% | +21.9% | +12.1% |
| 3M | +3.7% | -34.2% | +37.8% | +5.5% |
| 6M | -4.3% | -56.0% | +51.6% | -1.0% |
| YTD | +2.1% | -14.8% | +17.0% | +1.1% |
| 1Y | +2.5% | -7.2% | +9.8% | +0.9% |
| 3Y | -5.0% | +275.8% | -280.8% | -19.2% |
| 5Y | +2.9% | +93.5% | -90.6% | -8.2% |
| All | +91.3% | +427.4% | -336.1% | +48.5% |
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