+226.9%
MTZ vs GGLL
+151.4%
+75.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -4.4% |
| 7D | -10.6% | -1.3% | -9.3% | -10.6% |
| 30D | -30.4% | -36.3% | +5.9% | -25.0% |
| 3M | -40.4% | -42.7% | +2.3% | -34.7% |
| 6M | -63.7% | -53.1% | -10.6% | -59.0% |
| YTD | -26.9% | -32.1% | +5.2% | -26.0% |
| 1Y | -20.2% | -20.1% | -0.1% | -22.9% |
| All | +226.9% | +151.4% | +75.5% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling