+2,274.1%
MTZ vs GAP
+2,175.1%
+99.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.1% | +13.7% | +10.7% |
| 7D | -6.4% | -3.8% | -2.7% | -6.0% |
| 30D | -22.1% | -9.0% | -13.0% | -20.6% |
| 3M | -32.7% | +5.5% | -38.1% | -34.8% |
| 6M | -59.8% | -11.1% | -48.7% | -59.7% |
| YTD | -19.9% | -13.6% | -6.4% | -19.8% |
| 1Y | -11.5% | -2.9% | -8.6% | -14.6% |
| 3Y | +258.1% | +69.6% | +188.5% | +170.2% |
| 5Y | +85.5% | +5.4% | +80.1% | +48.9% |
| 10Y | +492.2% | +17.8% | +474.4% | +302.1% |
| All | +2,274.1% | +2,175.1% | +99.0% | +744.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling