+157.9%
MTZ vs PAAS
+113.1%
+44.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.6% |
| 7D | -1.6% | -2.9% | +1.3% | -1.0% |
| 30D | -11.1% | +6.8% | -17.9% | -12.7% |
| 3M | -36.7% | -2.9% | -33.8% | -36.7% |
| 6M | -21.9% | -16.4% | -5.5% | -20.0% |
| YTD | +9.1% | 0.0% | +9.1% | +6.7% |
| 1Y | +30.0% | +54.3% | -24.4% | +15.2% |
| 3Y | +138.5% | +230.7% | -92.2% | +73.9% |
| All | +157.9% | +113.1% | +44.8% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling