+1,147.0%
MTZ vs GDDY
+368.0%
+779.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +2.3% | -8.1% | +10.4% | +4.4% |
| 30D | -10.3% | +2.3% | -12.6% | -11.5% |
| 3M | -31.8% | +14.7% | -46.6% | -35.8% |
| 6M | -19.2% | +2.1% | -21.3% | -22.2% |
| YTD | +10.7% | -24.6% | +35.3% | +16.3% |
| 1Y | +37.5% | -37.1% | +74.7% | +52.7% |
| 3Y | +162.4% | +25.5% | +136.8% | +133.6% |
| 5Y | +166.3% | +24.2% | +142.1% | +133.7% |
| 10Y | +753.2% | +191.6% | +561.6% | +484.9% |
| All | +1,147.0% | +368.0% | +779.0% | +772.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling