+501.4%
MTZ vs PAAS
+192.1%
+309.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.5% | +8.1% | +9.3% |
| 7D | -6.4% | +8.4% | -14.8% | -7.8% |
| 30D | -22.1% | -7.2% | -14.9% | -21.4% |
| 3M | -32.7% | -14.0% | -18.7% | -31.6% |
| 6M | -59.8% | -26.8% | -33.1% | -58.3% |
| YTD | -19.9% | -19.8% | -0.1% | -18.6% |
| 1Y | -11.5% | +22.8% | -34.3% | -15.6% |
| 3Y | +258.1% | +183.6% | +74.4% | +198.5% |
| 5Y | +85.5% | +73.8% | +11.7% | +60.0% |
| All | +501.4% | +192.1% | +309.3% | +401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling