+3,382.3%
PFE vs MTZ
+2,337.1%
+1,045.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -1.7% | +5.0% | -6.7% | -2.0% |
| 30D | +0.3% | -6.0% | +6.4% | +0.5% |
| 3M | +9.4% | -36.1% | +45.5% | +11.9% |
| 6M | +14.9% | -56.9% | +71.8% | +19.8% |
| YTD | +23.8% | -15.9% | +39.7% | +23.7% |
| 1Y | +19.5% | -3.8% | +23.4% | +18.4% |
| 3Y | +21.0% | +272.3% | -251.2% | +8.9% |
| 5Y | -23.9% | +91.1% | -114.9% | -29.5% |
| 10Y | +47.8% | +426.0% | -378.1% | +25.6% |
| All | +3,382.3% | +2,337.1% | +1,045.3% | +2,460.1% |
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 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