+404.4%
MTZ vs PAAS
+207.5%
+196.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -1.5% |
| 7D | +16.5% | -7.0% | +23.5% | +17.8% |
| 30D | -10.2% | -15.3% | +5.1% | -8.1% |
| 3M | -34.2% | -27.7% | -6.4% | -31.2% |
| 6M | -56.0% | -40.5% | -15.5% | -52.7% |
| YTD | -14.8% | -26.5% | +11.7% | -12.2% |
| 1Y | -7.2% | -0.8% | -6.5% | -8.7% |
| 3Y | +275.8% | +196.9% | +78.8% | +211.7% |
| 5Y | +93.5% | +49.2% | +44.3% | +69.8% |
| All | +404.4% | +207.5% | +196.9% | +317.6% |
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