+382.5%
GLW vs MTZ
+165.9%
+216.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.8% | +3.8% | +5.9% |
| 7D | +14.0% | +3.6% | +10.5% | +12.4% |
| 30D | +0.4% | -9.6% | +10.0% | +5.0% |
| 3M | -11.3% | -31.9% | +20.6% | +4.8% |
| 6M | +35.1% | -13.8% | +48.9% | +47.9% |
| YTD | +90.5% | +13.3% | +77.3% | +91.3% |
| 1Y | +132.0% | +39.3% | +92.7% | +118.9% |
| 3Y | +463.3% | +168.3% | +295.0% | +335.9% |
| 5Y | +382.5% | +166.4% | +216.1% | +249.3% |
| All | +382.5% | +165.9% | +216.6% | +249.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling