+177.6%
MTZ vs GTLB
-50.8%
+228.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | +2.3% | -6.6% | +8.8% | +3.1% |
| 30D | -10.3% | +13.7% | -24.0% | -12.0% |
| 3M | -31.8% | +52.9% | -84.7% | -35.9% |
| 6M | -19.2% | +88.5% | -107.7% | -27.1% |
| YTD | +10.7% | +23.4% | -12.7% | +5.8% |
| 1Y | +37.5% | -3.8% | +41.4% | +35.9% |
| 3Y | +162.4% | -11.5% | +173.8% | +155.7% |
| All | +177.6% | -50.8% | +228.4% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling