+27.1%
MTZ vs GTLB
-4.2%
+31.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +1.4% | -5.7% | +7.1% | +0.9% |
| 30D | -14.5% | +15.1% | -29.6% | -13.5% |
| 3M | -32.9% | +65.5% | -98.4% | -30.5% |
| 6M | -20.8% | +102.9% | -123.7% | -17.8% |
| YTD | +10.6% | +25.2% | -14.6% | +20.0% |
| 1Y | +27.1% | -5.5% | +32.6% | +46.3% |
| All | +27.1% | -4.2% | +31.3% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling