+526.0%
GLW vs MTZ
+420.7%
+105.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -3.8% |
| 7D | +7.7% | +5.0% | +2.8% | +5.9% |
| 30D | -18.8% | -6.0% | -12.8% | -17.1% |
| 3M | -27.7% | -36.1% | +8.4% | -14.2% |
| 6M | -44.4% | -56.9% | +12.4% | -23.6% |
| YTD | +31.3% | -15.9% | +47.2% | +45.3% |
| 1Y | +40.0% | -3.8% | +43.9% | +48.6% |
| 3Y | +339.2% | +272.3% | +67.0% | +198.8% |
| 5Y | +229.2% | +91.1% | +138.1% | +161.9% |
| All | +526.0% | +420.7% | +105.2% | +242.9% |
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