+147.8%
GE vs MTZ
+743.7%
-595.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.8% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -11.9% | -14.8% | +2.9% | -7.4% |
| 3M | +1.8% | -30.8% | +32.6% | +11.9% |
| 6M | -0.6% | -22.6% | +22.0% | +4.2% |
| YTD | +5.5% | +6.8% | -1.3% | -1.7% |
| 1Y | +15.0% | +22.1% | -7.2% | +1.5% |
| 3Y | +269.5% | +153.1% | +116.4% | +140.7% |
| 5Y | +422.4% | +161.4% | +261.0% | +220.4% |
| All | +147.8% | +743.7% | -595.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling