-0.7%
PLD vs MTZ
+80.0%
-80.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.5% | -10.8% | -2.8% |
| 7D | -0.8% | -6.4% | +5.6% | -0.2% |
| 30D | -0.3% | -22.1% | +21.8% | +3.4% |
| 3M | -8.0% | -32.7% | +24.7% | -2.6% |
| 6M | -9.8% | -59.8% | +50.0% | +3.6% |
| YTD | +1.8% | -19.9% | +21.7% | +0.7% |
| 1Y | +5.6% | -11.5% | +17.1% | +2.1% |
| 3Y | +33.3% | +258.1% | -224.8% | -9.1% |
| All | -0.7% | +80.0% | -80.6% | -25.6% |
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