+157.9%
MTZ vs GD
+97.9%
+60.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.9% |
| 7D | -1.6% | -5.3% | +3.7% | +0.7% |
| 30D | -11.1% | -6.4% | -4.7% | -8.5% |
| 3M | -36.7% | +5.7% | -42.4% | -38.5% |
| 6M | -21.9% | -0.9% | -21.0% | -22.0% |
| YTD | +9.1% | +8.2% | +1.0% | +4.2% |
| 1Y | +30.0% | +13.4% | +16.5% | +21.6% |
| 3Y | +138.5% | +68.5% | +70.0% | +83.6% |
| All | +157.9% | +97.9% | +60.0% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling