+3,973.2%
PG vs MTZ
+3,105.5%
+867.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.5% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | +0.8% | -14.5% | +15.3% | +1.4% |
| 3M | -1.3% | -32.9% | +31.6% | -0.2% |
| 6M | -3.8% | -20.8% | +17.0% | -3.4% |
| YTD | +3.6% | +10.6% | -7.0% | +2.7% |
| 1Y | -5.7% | +27.1% | -32.8% | -7.2% |
| 3Y | +1.6% | +166.1% | -164.6% | -3.7% |
| 5Y | +14.6% | +170.7% | -156.1% | +7.9% |
| 10Y | +121.2% | +752.2% | -631.0% | +96.0% |
| All | +3,973.2% | +3,105.5% | +867.7% | +3,173.0% |
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