+3,134.4%
MTZ vs GAP
+2,258.2%
+876.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -1.6% | -4.5% | +2.9% | -0.3% |
| 30D | -11.1% | +9.0% | -20.1% | -13.9% |
| 3M | -36.7% | +5.0% | -41.7% | -38.4% |
| 6M | -21.9% | -17.8% | -4.1% | -19.4% |
| YTD | +9.1% | -10.4% | +19.5% | +9.3% |
| 1Y | +30.0% | -3.4% | +33.3% | +26.6% |
| 3Y | +138.5% | +111.5% | +27.0% | +69.2% |
| 5Y | +158.3% | +8.8% | +149.5% | +107.0% |
| 10Y | +700.8% | +32.9% | +667.9% | +427.6% |
| All | +3,134.4% | +2,258.2% | +876.2% | +1,050.6% |
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