+763.1%
PM vs MTZ
+3,066.8%
-2,303.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -4.9% | -1.6% | -3.3% | -4.7% |
| 30D | -3.4% | -11.1% | +7.7% | -2.2% |
| 3M | +5.2% | -36.7% | +41.9% | +9.9% |
| 6M | +3.7% | -21.9% | +25.7% | +5.2% |
| YTD | +15.8% | +9.1% | +6.6% | +12.2% |
| 1Y | +17.4% | +30.0% | -12.6% | +10.6% |
| 3Y | +116.9% | +138.5% | -21.5% | +82.3% |
| 5Y | +117.3% | +158.3% | -41.0% | +76.4% |
| 10Y | +193.8% | +700.8% | -507.0% | +90.6% |
| All | +763.1% | +3,066.8% | -2,303.6% | +334.0% |
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