-7.9%
PYPL vs MTZ
-14.7%
+6.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -15.4% | +18.8% | +2.4% |
| 7D | +6.5% | -7.4% | +13.9% | +5.9% |
| 30D | +10.6% | -23.6% | +34.2% | +9.0% |
| 3M | +3.1% | -38.3% | +41.4% | +0.5% |
| 6M | +20.2% | -60.6% | +80.8% | +14.5% |
| YTD | +4.0% | -22.9% | +26.9% | -5.9% |
| 1Y | -7.9% | -14.3% | +6.4% | -19.7% |
| All | -7.9% | -14.7% | +6.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling