+554.2%
GLW vs MTZ
+427.4%
+126.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | +15.5% | +16.5% | -0.9% | +9.0% |
| 30D | -19.6% | -10.2% | -9.4% | -16.3% |
| 3M | -28.5% | -34.2% | +5.7% | -16.1% |
| 6M | -39.5% | -56.0% | +16.4% | -17.5% |
| YTD | +37.2% | -14.8% | +52.0% | +51.0% |
| 1Y | +35.4% | -7.2% | +42.7% | +45.3% |
| 3Y | +359.7% | +275.8% | +83.9% | +211.4% |
| 5Y | +244.0% | +93.5% | +150.5% | +172.3% |
| All | +554.2% | +427.4% | +126.8% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling