+722.8%
GLD vs MTZ
+2,049.8%
-1,326.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.2% |
| 7D | -2.0% | +12.9% | -14.8% | -2.2% |
| 30D | -4.4% | -8.5% | +4.1% | -4.3% |
| 3M | -8.9% | -30.6% | +21.7% | -8.3% |
| 6M | -16.0% | -55.1% | +39.1% | -14.8% |
| YTD | -7.9% | -13.0% | +5.1% | -7.7% |
| 1Y | -3.9% | -4.3% | +0.4% | -3.8% |
| 3Y | +103.4% | +284.0% | -180.6% | +99.2% |
| 5Y | +109.7% | +97.7% | +12.1% | +106.4% |
| 10Y | +211.8% | +444.4% | -232.6% | +201.7% |
| All | +722.8% | +2,049.8% | -1,326.9% | +665.5% |
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 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