-4.3%
MTZ vs GTLB
+3.7%
-8.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.8% |
| 7D | +12.9% | -9.6% | +22.5% | +11.5% |
| 30D | -8.5% | -15.5% | +7.0% | -10.2% |
| 3M | -30.6% | +12.4% | -43.0% | -29.4% |
| 6M | -55.1% | +84.6% | -139.7% | -51.8% |
| YTD | -13.0% | +26.1% | -39.1% | -3.4% |
| 1Y | -4.3% | +1.7% | -6.0% | +8.3% |
| All | -4.3% | +3.7% | -8.0% | +8.3% |
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