+173.5%
MTZ vs GTLB
-47.1%
+220.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +2.0% |
| 7D | -1.6% | +11.1% | -12.6% | -2.9% |
| 30D | -11.1% | +37.8% | -48.9% | -14.8% |
| 3M | -36.7% | +61.6% | -98.3% | -40.9% |
| 6M | -21.9% | +98.9% | -120.9% | -30.0% |
| YTD | +9.1% | +32.8% | -23.7% | +3.4% |
| 1Y | +30.0% | +14.7% | +15.3% | +25.2% |
| 3Y | +138.5% | +1.3% | +137.1% | +128.8% |
| All | +173.5% | -47.1% | +220.7% | +165.6% |
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