+119.6%
GLW vs MTZ
+31.7%
+87.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.4% | -0.3% |
| 7D | +11.7% | 0.0% | +11.8% | +11.9% |
| 30D | +2.7% | -14.8% | +17.5% | +17.0% |
| 3M | -2.8% | -30.8% | +28.0% | +32.4% |
| 6M | +20.2% | -22.6% | +42.8% | +49.2% |
| YTD | +87.3% | +6.8% | +80.5% | +85.9% |
| 1Y | +119.6% | +22.1% | +97.5% | +103.5% |
| All | +119.6% | +31.7% | +87.9% | +103.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling