+32.4%
PWR vs MTZ
-14.7%
+47.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -15.4% | +3.7% | -1.8% |
| 7D | -4.4% | -7.4% | +3.0% | +0.2% |
| 30D | -15.1% | -23.6% | +8.5% | +0.6% |
| 3M | -16.2% | -38.3% | +22.1% | +13.0% |
| 6M | -23.3% | -60.6% | +37.3% | +38.5% |
| YTD | +37.6% | -22.9% | +60.5% | +40.8% |
| 1Y | +32.4% | -14.3% | +46.7% | +24.6% |
| All | +32.4% | -14.7% | +47.1% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling