+156.5%
MTZ vs GTLB
+1.9%
+154.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +1.9% |
| 7D | -1.6% | +11.1% | -12.6% | -3.3% |
| 30D | -11.1% | +37.8% | -48.9% | -15.9% |
| 3M | -36.7% | +61.6% | -98.3% | -42.1% |
| 6M | -21.9% | +98.9% | -120.9% | -32.7% |
| YTD | +9.1% | +32.8% | -23.7% | +3.1% |
| 1Y | +30.0% | +14.7% | +15.3% | +26.3% |
| All | +156.5% | +1.9% | +154.6% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling