+697.8%
MTZ vs GD
+190.3%
+507.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.4% |
| 7D | -1.6% | -5.3% | +3.7% | +2.2% |
| 30D | -11.1% | -6.4% | -4.7% | -6.9% |
| 3M | -36.7% | +5.7% | -42.4% | -39.7% |
| 6M | -21.9% | -0.9% | -21.0% | -22.6% |
| YTD | +9.1% | +8.2% | +1.0% | +0.9% |
| 1Y | +30.0% | +13.4% | +16.5% | +16.0% |
| 3Y | +138.5% | +68.5% | +70.0% | +51.1% |
| 5Y | +158.3% | +97.2% | +61.2% | +38.2% |
| All | +697.8% | +190.3% | +507.5% | +163.6% |
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