+118.0%
MTZ vs GTLB
-50.0%
+168.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.0% | +10.6% | +8.8% |
| 7D | -2.4% | -9.6% | +7.1% | -1.3% |
| 30D | -11.1% | -14.5% | +3.4% | -9.6% |
| 3M | -30.6% | +20.9% | -51.5% | -32.7% |
| 6M | -54.4% | +81.4% | -135.7% | -58.5% |
| YTD | -13.0% | +25.6% | -38.6% | -17.4% |
| 1Y | -5.7% | +3.4% | -9.1% | -8.0% |
| 3Y | +297.2% | +8.9% | +288.3% | +276.6% |
| 5Y | +95.9% | -64.0% | +159.9% | +96.5% |
| All | +118.0% | -50.0% | +168.0% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling