+12.0%
GEHC vs MTZ
+179.3%
-167.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.6% |
| 7D | -5.2% | +3.6% | -8.7% | -5.7% |
| 30D | -7.0% | -9.6% | +2.7% | -5.8% |
| 3M | +3.3% | -31.9% | +35.3% | +7.8% |
| 6M | -10.0% | -13.8% | +3.8% | -10.6% |
| YTD | -18.5% | +13.3% | -31.7% | -23.6% |
| 1Y | -14.4% | +39.3% | -53.7% | -23.4% |
| 3Y | +3.4% | +168.3% | -164.9% | -21.3% |
| All | +12.0% | +179.3% | -167.4% | -19.2% |
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 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