+766.7%
MTZ vs GDDY
+207.2%
+559.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.8% | +3.0% |
| 7D | +1.4% | -3.2% | +4.6% | +2.0% |
| 30D | -14.5% | +6.8% | -21.3% | -16.9% |
| 3M | -32.9% | +30.5% | -63.4% | -39.5% |
| 6M | -20.8% | +13.3% | -34.2% | -26.6% |
| YTD | +10.6% | -21.0% | +31.6% | +15.4% |
| 1Y | +27.1% | -34.0% | +61.1% | +41.4% |
| 3Y | +166.1% | +33.1% | +133.1% | +128.4% |
| 5Y | +170.7% | +30.3% | +140.3% | +128.9% |
| All | +766.7% | +207.2% | +559.4% | +459.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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