+226.9%
MTZ vs PAAS
+178.1%
+48.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -3.0% | -4.7% |
| 7D | -10.6% | -0.4% | -10.2% | -10.9% |
| 30D | -30.4% | -11.6% | -18.8% | -28.6% |
| 3M | -40.4% | -15.6% | -24.8% | -38.6% |
| 6M | -63.7% | -19.1% | -44.5% | -62.5% |
| YTD | -26.9% | -20.9% | -5.9% | -25.2% |
| 1Y | -20.2% | +21.3% | -41.5% | -26.8% |
| All | +226.9% | +178.1% | +48.8% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling