+172.5%
MTZ vs GRAB
-13.3%
+185.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.0% | +8.8% | +5.2% |
| 7D | +3.6% | -6.1% | +9.6% | +5.3% |
| 30D | -9.6% | -11.2% | +1.6% | -6.8% |
| 3M | -31.9% | -2.4% | -29.5% | -32.3% |
| 6M | -13.8% | -18.3% | +4.5% | -9.7% |
| YTD | +13.3% | -34.9% | +48.1% | +27.1% |
| 1Y | +39.3% | -37.4% | +76.7% | +57.8% |
| All | +172.5% | -13.3% | +185.9% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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