+438.6%
PWR vs MTZ
+156.0%
+282.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.6% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -7.7% | -14.8% | +7.1% | +0.6% |
| 3M | -4.9% | -30.8% | +25.9% | +13.8% |
| 6M | +9.7% | -22.6% | +32.4% | +24.0% |
| YTD | +46.7% | +6.8% | +39.9% | +39.6% |
| 1Y | +58.7% | +22.1% | +36.6% | +40.8% |
| 3Y | +200.7% | +153.1% | +47.6% | +86.6% |
| 5Y | +438.6% | +161.4% | +277.1% | +206.6% |
| All | +438.6% | +156.0% | +282.6% | +206.6% |
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 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