+3,495.5%
GLW vs MTZ
+2,368.0%
+1,127.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | +15.5% | +16.5% | -0.9% | +12.0% |
| 30D | -19.6% | -10.2% | -9.4% | -17.7% |
| 3M | -28.5% | -34.2% | +5.7% | -21.9% |
| 6M | -39.5% | -56.0% | +16.4% | -28.1% |
| YTD | +37.2% | -14.8% | +52.0% | +44.0% |
| 1Y | +35.4% | -7.2% | +42.7% | +40.0% |
| 3Y | +359.7% | +275.8% | +83.9% | +258.5% |
| 5Y | +244.0% | +93.5% | +150.5% | +196.3% |
| 10Y | +556.7% | +432.7% | +124.0% | +348.9% |
| All | +3,495.5% | +2,368.0% | +1,127.5% | +1,392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling