+7.7%
GEHC vs MTZ
+163.4%
-155.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.9% |
| 7D | -7.9% | 0.0% | -7.8% | -7.9% |
| 30D | -11.7% | -14.8% | +3.1% | -9.8% |
| 3M | +0.8% | -30.8% | +31.6% | +4.5% |
| 6M | -11.6% | -22.6% | +11.1% | -10.6% |
| YTD | -21.6% | +6.8% | -28.4% | -25.9% |
| 1Y | -15.3% | +22.1% | -37.4% | -22.3% |
| 3Y | -0.5% | +153.1% | -153.6% | -23.6% |
| All | +7.7% | +163.4% | -155.7% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling