+302.5%
PSX vs MTZ
+89.4%
+213.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.9% |
| 7D | +7.8% | +5.0% | +2.8% | +7.0% |
| 30D | -10.9% | -6.0% | -4.9% | -10.4% |
| 3M | +14.5% | -36.1% | +50.6% | +21.4% |
| 6M | +56.1% | -56.9% | +113.0% | +74.2% |
| YTD | +109.6% | -15.9% | +125.5% | +104.3% |
| 1Y | +95.5% | -3.8% | +99.4% | +85.3% |
| 3Y | +156.2% | +272.3% | -116.1% | +76.6% |
| All | +302.5% | +89.4% | +213.1% | +201.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling