+10.4%
MTZ vs GLXY
-41.9%
+52.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.2% | +4.3% | +8.4% |
| 7D | -6.4% | -14.6% | +8.2% | -3.2% |
| 30D | -22.1% | -36.2% | +14.1% | -15.2% |
| 3M | -32.7% | -30.1% | -2.6% | -28.5% |
| 6M | -59.8% | -56.1% | -3.7% | -54.3% |
| YTD | -19.9% | -38.9% | +19.0% | -14.8% |
| 1Y | -11.5% | -55.0% | +43.6% | -2.5% |
| All | +10.4% | -41.9% | +52.2% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling