+1,112.1%
PSX vs MTZ
+1,329.7%
-217.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.4% |
| 7D | +4.5% | -1.6% | +6.1% | +5.0% |
| 30D | +26.6% | -11.1% | +37.7% | +30.4% |
| 3M | +39.3% | -36.7% | +76.0% | +54.7% |
| 6M | +56.8% | -21.9% | +78.8% | +61.5% |
| YTD | +101.8% | +9.1% | +92.7% | +86.4% |
| 1Y | +99.6% | +30.0% | +69.6% | +73.0% |
| 3Y | +140.3% | +138.5% | +1.9% | +61.5% |
| 5Y | +339.3% | +158.3% | +181.0% | +173.8% |
| 10Y | +369.9% | +700.8% | -330.9% | +89.8% |
| All | +1,112.1% | +1,329.7% | -217.6% | +276.4% |
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