+836.5%
PM vs MTZ
+2,425.8%
-1,589.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.6% |
| 7D | -7.1% | +12.9% | -19.9% | -8.5% |
| 30D | -2.8% | -8.5% | +5.7% | -2.2% |
| 3M | +6.3% | -30.6% | +37.0% | +10.2% |
| 6M | +9.6% | -55.1% | +64.7% | +18.6% |
| YTD | +25.6% | -13.0% | +38.6% | +24.2% |
| 1Y | +29.7% | -4.3% | +33.9% | +26.4% |
| 3Y | +147.6% | +284.0% | -136.5% | +92.6% |
| 5Y | +160.1% | +97.7% | +62.5% | +117.1% |
| 10Y | +260.9% | +444.4% | -183.5% | +144.7% |
| All | +836.5% | +2,425.8% | -1,589.3% | +380.4% |
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 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