-38.3%
MTZ vs GD
-4.5%
-33.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -2.6% | -12.8% | -14.5% |
| 7D | -7.4% | +3.0% | -10.4% | -5.9% |
| 30D | -23.6% | +10.5% | -34.1% | -22.4% |
| 3M | -38.3% | -5.0% | -33.4% | -34.0% |
| All | -38.3% | -4.5% | -33.8% | -34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling