+3,009.7%
MTZ vs PAAS
+955.7%
+2,054.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -3.0% | -4.9% |
| 7D | -10.6% | -0.4% | -10.2% | -10.8% |
| 30D | -30.4% | -11.6% | -18.8% | -29.6% |
| 3M | -40.4% | -15.6% | -24.8% | -39.5% |
| 6M | -63.7% | -19.1% | -44.5% | -63.0% |
| YTD | -26.9% | -20.9% | -5.9% | -25.8% |
| 1Y | -20.2% | +21.3% | -41.5% | -23.0% |
| 3Y | +208.1% | +177.4% | +30.8% | +167.4% |
| 5Y | +69.4% | +71.3% | -2.0% | +51.9% |
| 10Y | +440.6% | +181.5% | +259.1% | +337.3% |
| All | +3,009.7% | +955.7% | +2,054.0% | +2,020.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling