+124.5%
GLD vs MTZ
+165.0%
-40.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -2.0% |
| 7D | +0.7% | +3.6% | -2.8% | +0.5% |
| 30D | +0.3% | -9.6% | +10.0% | +0.9% |
| 3M | +0.6% | -31.9% | +32.6% | +2.6% |
| 6M | -15.6% | -13.8% | -1.8% | -14.9% |
| YTD | +0.9% | +13.3% | -12.4% | +0.5% |
| 1Y | +19.4% | +39.3% | -19.9% | +18.1% |
| 3Y | +124.5% | +168.3% | -43.9% | +114.5% |
| All | +124.5% | +165.0% | -40.6% | +114.5% |
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