+166.3%
MTZ vs GRAB
-71.6%
+237.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.2% | -1.3% |
| 7D | +2.3% | -13.9% | +16.2% | +4.4% |
| 30D | -10.3% | -17.2% | +6.9% | -8.0% |
| 3M | -31.8% | -7.9% | -24.0% | -31.4% |
| 6M | -19.2% | -23.2% | +4.0% | -16.6% |
| YTD | +10.7% | -39.1% | +49.8% | +18.0% |
| 1Y | +37.5% | -42.5% | +80.1% | +47.7% |
| 3Y | +162.4% | -18.3% | +180.6% | +166.5% |
| 5Y | +166.3% | -71.7% | +238.0% | +159.5% |
| All | +166.3% | -71.6% | +237.9% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling