+52.3%
GM vs MTZ
+30.9%
+21.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +1.7% | -1.6% | +3.3% | +1.9% |
| 30D | -1.6% | -11.1% | +9.5% | -0.7% |
| 3M | +5.7% | -36.7% | +42.4% | +10.0% |
| 6M | +12.2% | -21.9% | +34.1% | +13.9% |
| YTD | +8.4% | +9.1% | -0.7% | +6.8% |
| 1Y | +52.3% | +30.0% | +22.3% | +51.5% |
| All | +52.3% | +30.9% | +21.4% | +51.5% |
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