+367.0%
PSX vs MTZ
+156.0%
+211.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | -0.3% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +15.8% | -14.8% | +30.7% | +18.5% |
| 3M | +43.0% | -30.8% | +73.8% | +49.4% |
| 6M | +61.1% | -22.6% | +83.7% | +63.3% |
| YTD | +104.5% | +6.8% | +97.7% | +93.6% |
| 1Y | +102.5% | +22.1% | +80.4% | +85.7% |
| 3Y | +133.5% | +153.1% | -19.6% | +80.1% |
| 5Y | +367.0% | +161.4% | +205.5% | +229.7% |
| All | +367.0% | +156.0% | +211.0% | +229.7% |
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 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