+272.3%
MTZ vs GAP
+70.6%
+201.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.1% |
| 7D | +5.0% | -1.9% | +6.9% | +5.3% |
| 30D | -6.0% | -7.1% | +1.1% | -5.2% |
| 3M | -36.1% | +4.1% | -40.2% | -37.2% |
| 6M | -56.9% | +1.9% | -58.8% | -57.8% |
| YTD | -15.9% | -15.2% | -0.7% | -15.1% |
| 1Y | -3.8% | -10.6% | +6.8% | -4.3% |
| 3Y | +272.3% | +74.6% | +197.7% | +244.5% |
| All | +272.3% | +70.6% | +201.7% | +244.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling