+23.2%
PFE vs MTZ
-4.6%
+27.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.5% |
| 7D | -3.0% | +12.9% | -15.8% | -2.5% |
| 30D | +5.2% | -8.5% | +13.8% | +5.0% |
| 3M | +12.2% | -30.6% | +42.9% | +11.5% |
| 6M | +17.8% | -55.1% | +72.9% | +17.8% |
| YTD | +26.2% | -13.0% | +39.2% | +19.3% |
| 1Y | +23.2% | -4.3% | +27.4% | +12.9% |
| All | +23.2% | -4.6% | +27.8% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling