+19.9%
MTZ vs GLXY
-32.0%
+52.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.2% | -8.6% | +1.7% |
| 7D | +12.9% | +14.3% | -1.4% | +9.6% |
| 30D | -8.5% | -19.6% | +11.1% | -5.3% |
| 3M | -30.6% | -20.7% | -9.9% | -28.4% |
| 6M | -55.1% | -49.6% | -5.5% | -50.5% |
| YTD | -13.0% | -28.6% | +15.6% | -10.6% |
| 1Y | -4.3% | -48.0% | +43.8% | +2.0% |
| All | +19.9% | -32.0% | +52.0% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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