-23.1%
PFE vs MTZ
+98.6%
-121.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.2% |
| 7D | -3.0% | +12.9% | -15.8% | -3.1% |
| 30D | +5.2% | -8.5% | +13.8% | +5.3% |
| 3M | +12.2% | -30.6% | +42.9% | +12.9% |
| 6M | +17.8% | -55.1% | +72.9% | +19.8% |
| YTD | +26.2% | -13.0% | +39.2% | +25.2% |
| 1Y | +23.2% | -4.3% | +27.4% | +21.8% |
| 3Y | +21.3% | +284.0% | -262.8% | +11.9% |
| 5Y | -23.1% | +97.7% | -120.8% | -32.9% |
| All | -23.1% | +98.6% | -121.7% | -32.9% |
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 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