+3,449.8%
PFE vs MTZ
+2,422.4%
+1,027.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | 0.0% |
| 7D | -3.0% | +12.9% | -15.8% | -3.7% |
| 30D | +5.2% | -8.5% | +13.8% | +5.5% |
| 3M | +12.2% | -30.6% | +42.9% | +14.3% |
| 6M | +17.8% | -55.1% | +72.9% | +22.6% |
| YTD | +26.2% | -13.0% | +39.2% | +25.8% |
| 1Y | +23.2% | -4.3% | +27.4% | +22.1% |
| 3Y | +21.3% | +284.0% | -262.8% | +8.9% |
| 5Y | -23.1% | +97.7% | -120.8% | -28.9% |
| 10Y | +50.7% | +444.4% | -393.7% | +27.7% |
| All | +3,449.8% | +2,422.4% | +1,027.4% | +2,504.5% |
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