+57.7%
GEV vs MTZ
+30.9%
+26.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -1.2% |
| 7D | +3.3% | -1.6% | +4.9% | +4.2% |
| 30D | -7.5% | -11.1% | +3.6% | -1.2% |
| 3M | -2.2% | -36.7% | +34.5% | +24.9% |
| 6M | +12.1% | -21.9% | +34.0% | +20.8% |
| YTD | +44.4% | +9.1% | +35.3% | +20.0% |
| 1Y | +57.7% | +30.0% | +27.7% | +13.3% |
| All | +57.7% | +30.9% | +26.8% | +13.3% |
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