+863.6%
GLW vs MTZ
+774.6%
+89.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.3% |
| 7D | +16.9% | +2.3% | +14.6% | +16.0% |
| 30D | +7.0% | -10.3% | +17.3% | +11.6% |
| 3M | -3.0% | -31.8% | +28.9% | +12.3% |
| 6M | +31.0% | -19.2% | +50.2% | +44.1% |
| YTD | +93.4% | +10.7% | +82.7% | +92.8% |
| 1Y | +134.7% | +37.5% | +97.2% | +118.7% |
| 3Y | +471.8% | +162.4% | +309.5% | +321.9% |
| 5Y | +394.5% | +166.3% | +228.1% | +248.9% |
| All | +863.6% | +774.6% | +89.1% | +365.9% |
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