-17.9%
PYPL vs MTZ
+31.7%
-49.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.1% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -9.4% | -14.8% | +5.4% | -9.7% |
| 3M | +31.3% | -30.8% | +62.1% | +28.8% |
| 6M | +19.1% | -22.6% | +41.7% | +14.1% |
| YTD | -7.9% | +6.8% | -14.7% | -16.8% |
| 1Y | -17.9% | +22.1% | -40.0% | -22.4% |
| All | -17.9% | +31.7% | -49.6% | -22.4% |
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