+15.5%
PLD vs MTZ
+165.9%
-150.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.2% |
| 7D | -0.9% | +3.6% | -4.4% | -1.5% |
| 30D | -1.2% | -9.6% | +8.4% | +0.4% |
| 3M | -2.3% | -31.9% | +29.6% | +2.9% |
| 6M | +4.5% | -13.8% | +18.3% | +4.4% |
| YTD | +10.1% | +13.3% | -3.1% | +3.7% |
| 1Y | +25.9% | +39.3% | -13.4% | +12.7% |
| 3Y | +24.4% | +168.3% | -143.9% | -7.6% |
| 5Y | +15.5% | +166.4% | -150.9% | -18.8% |
| All | +15.5% | +165.9% | -150.4% | -18.8% |
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