+266.1%
GE vs MTZ
+271.0%
-4.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.6% |
| 7D | +2.7% | +5.0% | -2.3% | +1.3% |
| 30D | +8.1% | -6.0% | +14.1% | +8.9% |
| 3M | -7.9% | -36.1% | +28.3% | +2.9% |
| 6M | +12.9% | -56.9% | +69.8% | +39.4% |
| YTD | +8.2% | -15.9% | +24.1% | +4.8% |
| 1Y | +9.7% | -3.8% | +13.5% | +1.1% |
| 3Y | +266.1% | +272.3% | -6.1% | +154.0% |
| All | +266.1% | +271.0% | -4.9% | +154.0% |
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