+492.6%
MTZ vs GAP
+20.3%
+472.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.1% | +7.6% |
| 7D | -2.4% | 0.0% | -2.5% | -3.0% |
| 30D | -11.1% | -4.3% | -6.8% | -10.6% |
| 3M | -30.6% | +9.4% | -40.0% | -33.5% |
| 6M | -54.4% | -3.3% | -51.1% | -55.3% |
| YTD | -13.0% | -10.5% | -2.5% | -13.7% |
| 1Y | -5.7% | -2.4% | -3.3% | -9.2% |
| 3Y | +297.2% | +80.1% | +217.1% | +187.8% |
| 5Y | +95.9% | +6.5% | +89.4% | +56.1% |
| 10Y | +492.6% | +14.6% | +478.0% | +278.9% |
| All | +492.6% | +20.3% | +472.3% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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