+51.4%
PYPL vs MTZ
+1,140.5%
-1,089.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.5% |
| 7D | +2.7% | -1.6% | +4.3% | +3.0% |
| 30D | -4.9% | -11.1% | +6.2% | -2.7% |
| 3M | +28.9% | -36.7% | +65.6% | +39.4% |
| 6M | +18.2% | -21.9% | +40.2% | +20.7% |
| YTD | -5.0% | +9.1% | -14.1% | -11.0% |
| 1Y | -18.8% | +30.0% | -48.8% | -27.5% |
| 3Y | -12.6% | +138.5% | -151.0% | -35.0% |
| 5Y | -80.8% | +158.3% | -239.1% | -86.3% |
| 10Y | +49.9% | +700.8% | -650.9% | -24.9% |
| All | +51.4% | +1,140.5% | -1,089.1% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling