+3,344.9%
PEP vs MTZ
+2,337.1%
+1,007.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | +2.9% | +5.0% | -2.1% | +2.6% |
| 30D | +12.5% | -6.0% | +18.5% | +12.6% |
| 3M | +4.5% | -36.1% | +40.6% | +6.4% |
| 6M | -0.5% | -56.9% | +56.4% | +2.7% |
| YTD | +4.4% | -15.9% | +20.3% | +4.2% |
| 1Y | +4.4% | -3.8% | +8.2% | +3.4% |
| 3Y | -3.4% | +272.3% | -275.7% | -11.6% |
| 5Y | +5.2% | +91.1% | -85.9% | -1.3% |
| 10Y | +92.1% | +426.0% | -333.9% | +67.9% |
| All | +3,344.9% | +2,337.1% | +1,007.9% | +2,395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling