+268.2%
PM vs MTZ
+427.4%
-159.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.4% |
| 7D | -2.4% | +16.5% | -18.9% | -4.0% |
| 30D | -1.3% | -10.2% | +8.9% | -0.6% |
| 3M | +6.5% | -34.2% | +40.7% | +10.6% |
| 6M | +7.0% | -56.0% | +62.9% | +15.2% |
| YTD | +25.8% | -14.8% | +40.6% | +24.2% |
| 1Y | +30.9% | -7.2% | +38.1% | +27.6% |
| 3Y | +148.0% | +275.8% | -127.8% | +88.7% |
| 5Y | +161.2% | +93.5% | +67.7% | +115.1% |
| All | +268.2% | +427.4% | -159.2% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling