-21.4%
PFE vs MTZ
+162.0%
-183.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -4.3% | +2.3% | -6.5% | -4.3% |
| 30D | +2.7% | -10.3% | +13.0% | +3.0% |
| 3M | +10.0% | -31.8% | +41.8% | +11.0% |
| 6M | +7.2% | -19.2% | +26.4% | +7.3% |
| YTD | +17.3% | +10.7% | +6.6% | +15.8% |
| 1Y | +20.3% | +37.5% | -17.2% | +17.6% |
| 3Y | -1.6% | +162.4% | -164.0% | -8.4% |
| 5Y | -21.4% | +166.3% | -187.7% | -32.1% |
| All | -21.4% | +162.0% | -183.4% | -32.1% |
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