+256.8%
PLD vs MTZ
+544.1%
-287.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.6% | -5.8% | +1.3% |
| 7D | +0.7% | -2.4% | +3.1% | +0.7% |
| 30D | +0.8% | -11.1% | +11.9% | +2.4% |
| 3M | -6.1% | -30.6% | +24.5% | -0.7% |
| 6M | -8.0% | -54.4% | +46.4% | +3.6% |
| YTD | +4.7% | -13.0% | +17.7% | +3.2% |
| 1Y | +7.2% | -5.7% | +12.9% | +3.8% |
| 3Y | +39.2% | +297.2% | -257.9% | -2.2% |
| 5Y | +1.9% | +95.9% | -94.0% | -20.2% |
| 10Y | +256.8% | +492.6% | -235.9% | +124.2% |
| All | +256.8% | +544.1% | -287.4% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling