+262.7%
GE vs MTZ
+160.8%
+102.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.2% |
| 7D | -1.2% | +2.3% | -3.5% | -1.9% |
| 30D | -11.3% | -10.3% | -1.0% | -8.9% |
| 3M | -1.4% | -31.8% | +30.4% | +7.0% |
| 6M | +1.2% | -19.2% | +20.4% | +3.2% |
| YTD | +5.9% | +10.7% | -4.8% | -2.4% |
| 1Y | +18.4% | +37.5% | -19.1% | +1.4% |
| All | +262.7% | +160.8% | +102.0% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling