+3,134.4%
MTZ vs GFI
+688.7%
+2,445.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.2% |
| 7D | -1.6% | +3.1% | -4.7% | -1.8% |
| 30D | -11.1% | +27.1% | -38.2% | -12.7% |
| 3M | -36.7% | +21.2% | -57.9% | -37.8% |
| 6M | -21.9% | -4.5% | -17.4% | -22.0% |
| YTD | +9.1% | +11.7% | -2.6% | +7.5% |
| 1Y | +30.0% | +46.0% | -16.1% | +25.3% |
| 3Y | +138.5% | +309.6% | -171.1% | +111.2% |
| 5Y | +158.3% | +506.0% | -347.7% | +118.8% |
| 10Y | +700.8% | +1,009.2% | -308.4% | +522.5% |
| All | +3,134.4% | +688.7% | +2,445.7% | +2,400.7% |
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