+223.0%
MTZ vs GRAB
-72.8%
+295.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | -5.0% | +10.0% | +5.7% |
| 30D | -6.0% | +11.3% | -17.3% | -7.6% |
| 3M | -36.1% | -12.4% | -23.7% | -35.3% |
| 6M | -56.9% | -10.7% | -46.1% | -56.6% |
| YTD | -15.9% | -35.1% | +19.2% | -12.0% |
| 1Y | -3.8% | -41.5% | +37.7% | +1.9% |
| 3Y | +272.3% | -2.7% | +275.0% | +270.1% |
| 5Y | +91.1% | -80.2% | +171.3% | +89.0% |
| All | +223.0% | -72.8% | +295.8% | +234.2% |
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