-1.6%
PFE vs MTZ
+165.0%
-166.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.1% | -2.4% |
| 7D | -2.7% | +3.6% | -6.2% | -2.7% |
| 30D | +3.8% | -9.6% | +13.5% | +4.0% |
| 3M | +10.4% | -31.9% | +42.3% | +11.1% |
| 6M | +6.3% | -13.8% | +20.1% | +6.0% |
| YTD | +17.4% | +13.3% | +4.1% | +15.8% |
| 1Y | +21.1% | +39.3% | -18.1% | +18.7% |
| 3Y | -1.6% | +168.3% | -169.9% | -12.2% |
| All | -1.6% | +165.0% | -166.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling