+848.9%
PM vs MTZ
+2,340.3%
-1,491.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.3% |
| 7D | +0.5% | +5.0% | -4.4% | -0.1% |
| 30D | -3.2% | -6.0% | +2.8% | -2.9% |
| 3M | +6.2% | -36.1% | +42.3% | +11.1% |
| 6M | +7.7% | -56.9% | +64.5% | +17.0% |
| YTD | +27.3% | -15.9% | +43.2% | +26.3% |
| 1Y | +32.8% | -3.8% | +36.6% | +29.3% |
| 3Y | +150.0% | +272.3% | -122.2% | +95.2% |
| 5Y | +164.2% | +91.1% | +73.2% | +121.4% |
| 10Y | +265.7% | +426.0% | -160.3% | +148.9% |
| All | +848.9% | +2,340.3% | -1,491.4% | +388.7% |
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