-11.5%
MTZ vs PAAS
+21.8%
-33.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.5% | +8.1% | +9.3% |
| 7D | -6.4% | +8.4% | -14.8% | -8.1% |
| 30D | -22.1% | -7.2% | -14.9% | -20.8% |
| 3M | -32.7% | -14.0% | -18.7% | -30.9% |
| 6M | -59.8% | -26.8% | -33.1% | -57.8% |
| YTD | -19.9% | -19.8% | -0.1% | -18.5% |
| 1Y | -11.5% | +22.8% | -34.3% | -18.4% |
| All | -11.5% | +21.8% | -33.3% | -18.4% |
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