+449.0%
MTZ vs GD
+192.5%
+256.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.8% | -3.5% |
| 7D | -10.6% | -3.9% | -6.7% | -7.7% |
| 30D | -30.4% | +8.1% | -38.5% | -34.1% |
| 3M | -40.4% | -6.8% | -33.6% | -37.5% |
| 6M | -63.7% | +3.0% | -66.7% | -64.8% |
| YTD | -26.9% | +7.8% | -34.6% | -32.3% |
| 1Y | -20.2% | +5.8% | -26.0% | -25.0% |
| 3Y | +208.1% | +55.3% | +152.8% | +111.2% |
| 5Y | +69.4% | +96.7% | -27.3% | -9.0% |
| All | +449.0% | +192.5% | +256.6% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling