+2,883.5%
GE vs MTZ
+3,062.5%
-179.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | -11.6% | -11.1% | -0.5% | -10.2% |
| 3M | +3.0% | -36.7% | +39.7% | +8.8% |
| 6M | -0.5% | -21.9% | +21.4% | +1.8% |
| YTD | +9.7% | +9.1% | +0.6% | +7.0% |
| 1Y | +20.0% | +30.0% | -9.9% | +14.1% |
| 3Y | +275.8% | +138.5% | +137.4% | +223.7% |
| 5Y | +429.1% | +158.3% | +270.7% | +346.1% |
| 10Y | +151.2% | +700.8% | -549.6% | +81.4% |
| All | +2,883.5% | +3,062.5% | -179.0% | +1,566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling