-1.7%
GEHC vs MTZ
+160.8%
-162.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.1% |
| 7D | -7.6% | +2.3% | -9.9% | -8.0% |
| 30D | -10.7% | -10.3% | -0.4% | -9.4% |
| 3M | -1.2% | -31.8% | +30.6% | +3.0% |
| 6M | -13.7% | -19.2% | +5.4% | -13.5% |
| YTD | -20.4% | +10.7% | -31.2% | -25.7% |
| 1Y | -17.0% | +37.5% | -54.6% | -26.4% |
| All | -1.7% | +160.8% | -162.4% | -22.6% |
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