+210.9%
PM vs MTZ
+773.6%
-562.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.9% | +0.3% |
| 7D | +4.7% | +1.4% | +3.3% | +4.5% |
| 30D | +2.6% | -14.5% | +17.1% | +4.1% |
| 3M | +6.6% | -32.9% | +39.5% | +10.1% |
| 6M | +16.5% | -20.8% | +37.3% | +17.6% |
| YTD | +21.2% | +10.6% | +10.6% | +17.2% |
| 1Y | +17.9% | +27.1% | -9.2% | +11.6% |
| 3Y | +129.8% | +166.1% | -36.3% | +89.9% |
| 5Y | +133.0% | +170.7% | -37.6% | +86.8% |
| All | +210.9% | +773.6% | -562.6% | +114.6% |
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 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