+51.3%
GEV vs MTZ
+26.3%
+25.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +1.6% |
| 7D | +1.6% | +1.4% | +0.3% | +0.9% |
| 30D | -7.9% | -14.5% | +6.5% | +0.6% |
| 3M | +5.6% | -32.9% | +38.6% | +29.4% |
| 6M | +13.1% | -20.8% | +33.9% | +20.5% |
| YTD | +46.7% | +10.6% | +36.1% | +20.2% |
| 1Y | +51.3% | +27.1% | +24.2% | +14.7% |
| All | +51.3% | +26.3% | +25.0% | +14.7% |
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