+69.4%
MTZ vs PAAS
+75.8%
-6.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.8% |
| 3M | -40.4% | -15.6% | -24.8% | -38.8% |
| 6M | -63.7% | -19.1% | -44.5% | -62.6% |
| YTD | -26.9% | -20.9% | -5.9% | -25.3% |
| 1Y | -20.2% | +21.3% | -41.5% | -25.6% |
| 3Y | +208.1% | +177.4% | +30.8% | +133.1% |
| 5Y | +69.4% | +71.3% | -2.0% | +41.0% |
| All | +69.4% | +75.8% | -6.4% | +41.0% |
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