+54.4%
PYPL vs MTZ
+420.7%
-366.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.9% |
| 7D | +0.1% | +5.0% | -4.9% | -1.0% |
| 30D | +5.7% | -6.0% | +11.7% | +6.2% |
| 3M | -1.9% | -36.1% | +34.2% | +6.5% |
| 6M | +31.8% | -56.9% | +88.7% | +53.1% |
| YTD | +2.4% | -15.9% | +18.4% | -0.1% |
| 1Y | -8.2% | -3.8% | -4.4% | -13.6% |
| 3Y | +10.2% | +272.3% | -262.1% | -28.2% |
| 5Y | -71.2% | +91.1% | -162.3% | -78.6% |
| All | +54.4% | +420.7% | -366.3% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling