+1,747.8%
PLD vs MTZ
+1,330.3%
+417.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.1% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | -2.4% | -11.1% | +8.7% | -0.7% |
| 3M | -3.8% | -36.7% | +32.9% | +2.3% |
| 6M | 0.0% | -21.9% | +22.0% | +2.4% |
| YTD | +9.2% | +9.1% | +0.1% | +5.4% |
| 1Y | +25.9% | +30.0% | -4.0% | +17.5% |
| 3Y | +21.3% | +138.5% | -117.2% | -0.6% |
| 5Y | +14.1% | +158.3% | -144.2% | -9.5% |
| 10Y | +237.9% | +700.8% | -462.9% | +108.7% |
| All | +1,747.8% | +1,330.3% | +417.5% | +737.8% |
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