+627.7%
GEV vs MTZ
+160.6%
+467.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.4% |
| 7D | +3.2% | +2.3% | +0.9% | +1.4% |
| 30D | -4.0% | -10.3% | +6.3% | +3.8% |
| 3M | +3.4% | -31.8% | +35.2% | +31.3% |
| 6M | +14.7% | -19.2% | +33.9% | +24.3% |
| YTD | +45.8% | +10.7% | +35.1% | +19.1% |
| 1Y | +57.4% | +37.5% | +19.8% | +5.1% |
| All | +627.7% | +160.6% | +467.1% | +206.6% |
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 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