+816.6%
GLD vs MTZ
+2,595.3%
-1,778.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -0.9% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | +4.4% | -11.1% | +15.5% | +4.6% |
| 3M | -1.1% | -36.7% | +35.6% | -0.3% |
| 6M | -13.8% | -21.9% | +8.2% | -13.4% |
| YTD | +2.6% | +9.1% | -6.5% | +2.5% |
| 1Y | +24.5% | +30.0% | -5.4% | +24.0% |
| 3Y | +125.8% | +138.5% | -12.6% | +122.1% |
| 5Y | +137.8% | +158.3% | -20.6% | +133.1% |
| 10Y | +221.4% | +700.8% | -479.4% | +208.9% |
| All | +816.6% | +2,595.3% | -1,778.8% | +749.6% |
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