+148.1%
MTZ vs GD
+68.4%
+79.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.8% |
| 7D | -1.6% | -5.3% | +3.7% | +0.3% |
| 30D | -11.1% | -6.4% | -4.7% | -8.9% |
| 3M | -36.7% | +5.7% | -42.4% | -38.2% |
| 6M | -21.9% | -0.9% | -21.0% | -21.7% |
| YTD | +9.1% | +8.2% | +1.0% | +5.1% |
| 1Y | +30.0% | +13.4% | +16.5% | +23.1% |
| All | +148.1% | +68.4% | +79.7% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling