+3.2%
PEP vs MTZ
+162.0%
-158.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.3% |
| 7D | -1.7% | +2.3% | -4.0% | -1.7% |
| 30D | +0.3% | -10.3% | +10.6% | +0.1% |
| 3M | -3.2% | -31.8% | +28.6% | -3.7% |
| 6M | -13.6% | -19.2% | +5.6% | -14.1% |
| YTD | -1.9% | +10.7% | -12.6% | -2.6% |
| 1Y | -0.6% | +37.5% | -38.1% | -1.6% |
| 3Y | -13.6% | +162.4% | -175.9% | -16.8% |
| 5Y | +3.2% | +166.3% | -163.1% | -3.6% |
| All | +3.2% | +162.0% | -158.8% | -3.6% |
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