-14.3%
MTZ vs GD
+9.0%
-23.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -2.6% | -12.8% | -14.7% |
| 7D | -7.4% | +3.0% | -10.4% | -7.6% |
| 30D | -23.6% | +10.5% | -34.1% | -25.1% |
| 3M | -38.3% | -5.0% | -33.4% | -37.2% |
| 6M | -60.6% | +5.5% | -66.1% | -60.8% |
| YTD | -22.9% | +10.3% | -33.2% | -26.1% |
| 1Y | -14.3% | +8.2% | -22.4% | -16.6% |
| All | -14.3% | +9.0% | -23.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling