+15.7%
GEHC vs MTZ
-14.7%
+30.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -15.4% | +21.8% | +5.7% |
| 7D | +13.2% | -7.4% | +20.6% | +12.6% |
| 30D | +30.6% | -23.6% | +54.2% | +29.4% |
| 3M | +22.2% | -38.3% | +60.5% | +20.8% |
| 6M | +40.8% | -60.6% | +101.4% | +42.9% |
| YTD | +4.8% | -22.9% | +27.7% | -2.3% |
| 1Y | +15.7% | -14.3% | +30.0% | +5.2% |
| All | +15.7% | -14.7% | +30.4% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling