-59.1%
PINS vs MTZ
+90.6%
-149.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.1% | -1.5% |
| 7D | -6.2% | -2.4% | -3.7% | -6.3% |
| 30D | -10.9% | -11.1% | +0.2% | -9.1% |
| 3M | -19.5% | -30.6% | +11.1% | -13.1% |
| 6M | -10.4% | -54.4% | +44.0% | +5.7% |
| YTD | -26.4% | -13.0% | -13.4% | -29.9% |
| 1Y | -29.6% | -5.7% | -24.0% | -34.8% |
| 3Y | -39.0% | +297.2% | -336.2% | -66.7% |
| 5Y | -59.1% | +95.9% | -155.0% | -73.9% |
| All | -59.1% | +90.6% | -149.7% | -73.9% |
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