+125.8%
MTZ vs GGLL
+194.0%
-68.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | -8.7% | +5.1% | -13.8% | -9.7% |
| 30D | -15.0% | -35.5% | +20.5% | -8.2% |
| 3M | -32.6% | -39.2% | +6.6% | -26.7% |
| 6M | -56.3% | -54.4% | -2.0% | -50.2% |
| YTD | -16.8% | -29.8% | +13.0% | -15.9% |
| 1Y | -10.0% | -20.4% | +10.4% | -12.2% |
| 3Y | +267.1% | +149.7% | +117.4% | +156.1% |
| All | +125.8% | +194.0% | -68.2% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling