+1,663.4%
PLD vs MTZ
+1,040.8%
+622.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.8% |
| 7D | -1.0% | +12.9% | -13.9% | -3.1% |
| 30D | -1.8% | -8.5% | +6.7% | -1.0% |
| 3M | -6.0% | -30.6% | +24.6% | -1.2% |
| 6M | -8.4% | -55.1% | +46.7% | +2.2% |
| YTD | +4.2% | -13.0% | +17.2% | +3.6% |
| 1Y | +6.2% | -4.3% | +10.5% | +3.7% |
| 3Y | +37.0% | +284.0% | -247.1% | +3.5% |
| 5Y | +1.2% | +97.7% | -96.5% | -16.7% |
| 10Y | +272.2% | +444.4% | -172.2% | +143.5% |
| All | +1,663.4% | +1,040.8% | +622.6% | +723.1% |
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