+75.3%
PEP vs MTZ
+773.6%
-698.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.8% | -0.4% |
| 7D | -1.0% | +1.4% | -2.3% | -1.0% |
| 30D | -0.7% | -14.5% | +13.8% | 0.0% |
| 3M | -4.1% | -32.9% | +28.8% | -2.7% |
| 6M | -13.1% | -20.8% | +7.8% | -12.9% |
| YTD | -2.1% | +10.6% | -12.7% | -4.0% |
| 1Y | -1.7% | +27.1% | -28.7% | -4.6% |
| 3Y | -15.1% | +166.1% | -181.2% | -23.8% |
| 5Y | +3.1% | +170.7% | -167.5% | -9.3% |
| All | +75.3% | +773.6% | -698.3% | +38.3% |
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