+131.1%
MTZ vs GGLL
+217.5%
-86.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.8% |
| 7D | +16.5% | +11.5% | +4.9% | +14.1% |
| 30D | -10.2% | -31.2% | +21.0% | -4.2% |
| 3M | -34.2% | -28.7% | -5.5% | -30.5% |
| 6M | -56.0% | -47.2% | -8.8% | -51.3% |
| YTD | -14.8% | -24.3% | +9.4% | -15.2% |
| 1Y | -7.2% | -12.0% | +4.8% | -11.3% |
| 3Y | +275.8% | +169.6% | +106.1% | +158.2% |
| All | +131.1% | +217.5% | -86.3% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling