+95.0%
MTZ vs PAAS
+48.6%
+46.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +5.0% | -8.9% | +13.9% | +7.1% |
| 30D | -6.0% | -11.4% | +5.4% | -3.9% |
| 3M | -36.1% | -20.4% | -15.7% | -33.5% |
| 6M | -56.9% | -40.7% | -16.2% | -52.6% |
| YTD | -15.9% | -26.9% | +11.0% | -12.6% |
| 1Y | -3.8% | -3.1% | -0.8% | -6.0% |
| 3Y | +272.3% | +199.3% | +73.0% | +180.3% |
| All | +95.0% | +48.6% | +46.4% | +73.7% |
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 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