+166.4%
MTZ vs GFI
+304.2%
-137.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +2.3% | +4.7% | -2.4% | +1.4% |
| 30D | -10.3% | +14.4% | -24.7% | -12.5% |
| 3M | -31.8% | +32.5% | -64.4% | -35.5% |
| 6M | -19.2% | -7.2% | -12.0% | -19.6% |
| YTD | +10.7% | +10.9% | -0.1% | +6.5% |
| 1Y | +37.5% | +35.5% | +2.1% | +27.9% |
| All | +166.4% | +304.2% | -137.8% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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