-10.0%
MTZ vs PAAS
+11.3%
-21.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.8% | +1.5% | -3.2% |
| 7D | -8.7% | +4.2% | -12.9% | -9.6% |
| 30D | -15.0% | -13.8% | -1.2% | -12.1% |
| 3M | -32.6% | -22.7% | -9.9% | -29.0% |
| 6M | -56.3% | -32.1% | -24.3% | -53.5% |
| YTD | -16.8% | -22.3% | +5.5% | -14.9% |
| 1Y | -10.0% | +7.7% | -17.7% | -13.7% |
| All | -10.0% | +11.3% | -21.3% | -13.7% |
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