+156.2%
MTZ vs GDDY
+27.5%
+128.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -4.2% |
| 7D | 0.0% | -7.0% | +7.0% | +1.4% |
| 30D | -14.8% | +6.2% | -21.0% | -16.7% |
| 3M | -30.8% | +20.0% | -50.8% | -35.0% |
| 6M | -22.6% | +6.8% | -29.5% | -25.7% |
| YTD | +6.8% | -22.3% | +29.2% | +14.4% |
| 1Y | +22.1% | -33.5% | +55.7% | +38.9% |
| 3Y | +153.1% | +29.2% | +123.9% | +124.8% |
| All | +156.2% | +27.5% | +128.7% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling