+2,392.5%
MTZ vs GFI
+508.6%
+1,883.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +5.0% | -8.7% | +13.7% | +5.7% |
| 30D | -6.0% | +0.6% | -6.6% | -6.2% |
| 3M | -36.1% | -7.5% | -28.6% | -35.9% |
| 6M | -56.9% | -18.3% | -38.5% | -56.4% |
| YTD | -15.9% | -13.8% | -2.1% | -15.7% |
| 1Y | -3.8% | -8.8% | +5.0% | -4.0% |
| 3Y | +272.3% | +215.8% | +56.4% | +235.8% |
| 5Y | +91.1% | +301.2% | -210.1% | +66.5% |
| 10Y | +426.0% | +1,284.4% | -858.4% | +303.5% |
| All | +2,392.5% | +508.6% | +1,883.9% | +1,861.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling