+319.2%
MTZ vs GRAB
-71.2%
+390.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -5.3% | +3.7% | -0.9% |
| 30D | -11.1% | -8.6% | -2.5% | -10.1% |
| 3M | -36.7% | -1.2% | -35.5% | -36.8% |
| 6M | -21.9% | -16.6% | -5.4% | -20.5% |
| YTD | +9.1% | -31.5% | +40.6% | +13.9% |
| 1Y | +30.0% | -32.3% | +62.2% | +35.8% |
| 3Y | +138.5% | -10.7% | +149.2% | +139.2% |
| 5Y | +158.3% | -67.9% | +226.2% | +154.3% |
| All | +319.2% | -71.2% | +390.4% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling