-14.8%
PYPL vs MTZ
+160.8%
-175.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.6% |
| 7D | -4.3% | +2.3% | -6.6% | -4.7% |
| 30D | -11.5% | -10.3% | -1.2% | -10.2% |
| 3M | +26.1% | -31.8% | +58.0% | +31.4% |
| 6M | +13.7% | -19.2% | +32.9% | +13.1% |
| YTD | -9.8% | +10.7% | -20.6% | -17.1% |
| 1Y | -22.1% | +37.5% | -59.6% | -32.4% |
| All | -14.8% | +160.8% | -175.6% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling