-6.0%
MTZ vs PAAS
+18.2%
-24.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +8.0% |
| 7D | -2.4% | +8.8% | -11.3% | -4.2% |
| 30D | -11.1% | -8.5% | -2.6% | -9.3% |
| 3M | -30.6% | -17.0% | -13.6% | -28.0% |
| 6M | -54.4% | -27.9% | -26.5% | -52.0% |
| YTD | -13.0% | -17.5% | +4.4% | -12.1% |
| All | -6.0% | +18.2% | -24.1% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling