+1,664.3%
PLD vs MTZ
+990.5%
+673.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.4% |
| 7D | +0.8% | -8.7% | +9.5% | +1.9% |
| 30D | +0.5% | -15.0% | +15.4% | +2.6% |
| 3M | -5.5% | -32.6% | +27.1% | -0.1% |
| 6M | -8.3% | -56.3% | +48.0% | +2.8% |
| YTD | +4.3% | -16.8% | +21.1% | +4.4% |
| 1Y | +7.4% | -10.0% | +17.5% | +6.0% |
| 3Y | +37.1% | +267.1% | -230.1% | +4.3% |
| 5Y | +1.3% | +89.9% | -88.5% | -16.0% |
| 10Y | +267.4% | +442.2% | -174.8% | +140.6% |
| All | +1,664.3% | +990.5% | +673.8% | +729.8% |
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 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