+739.9%
MTZ vs GAP
+34.2%
+705.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +3.6% | +1.7% | +1.8% | +3.0% |
| 30D | -9.6% | +9.3% | -19.0% | -12.6% |
| 3M | -31.9% | +6.1% | -38.0% | -34.0% |
| 6M | -13.8% | -2.3% | -11.5% | -15.1% |
| YTD | +13.3% | -10.6% | +23.8% | +13.5% |
| 1Y | +39.3% | -4.4% | +43.7% | +36.0% |
| 3Y | +168.3% | +118.3% | +50.0% | +83.8% |
| 5Y | +166.4% | +12.2% | +154.2% | +109.9% |
| 10Y | +739.9% | +33.7% | +706.2% | +448.8% |
| All | +739.9% | +34.2% | +705.7% | +448.8% |
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