+52.4%
GEV vs MTZ
-14.7%
+67.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.4% | +6.1% | -0.4% |
| 7D | -5.1% | -7.4% | +2.2% | -1.3% |
| 30D | -15.8% | -23.6% | +7.8% | -2.0% |
| 3M | -18.2% | -38.3% | +20.1% | +7.4% |
| 6M | -22.4% | -60.6% | +38.2% | +34.3% |
| YTD | +27.7% | -22.9% | +50.6% | +15.5% |
| 1Y | +52.4% | -14.3% | +66.6% | +24.1% |
| All | +52.4% | -14.7% | +67.0% | +24.1% |
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