+135.3%
PSX vs MTZ
+160.8%
-25.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +0.8% |
| 7D | +1.8% | +2.3% | -0.4% | +1.6% |
| 30D | +21.6% | -10.3% | +31.9% | +22.8% |
| 3M | +46.5% | -31.8% | +78.3% | +50.8% |
| 6M | +62.0% | -19.2% | +81.2% | +62.0% |
| YTD | +106.3% | +10.7% | +95.6% | +96.3% |
| 1Y | +103.0% | +37.5% | +65.4% | +85.9% |
| All | +135.3% | +160.8% | -25.4% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling