+6.3%
PM vs MTZ
-30.9%
+37.2%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.7% |
| 7D | -7.1% | +12.9% | -19.9% | -5.5% |
| 30D | -2.8% | -8.5% | +5.7% | -4.1% |
| 3M | +6.3% | -30.6% | +37.0% | +0.6% |
| All | +6.3% | -30.9% | +37.2% | +0.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling