-14.3%
MTZ vs GEN
+20.2%
-34.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.0% | -19.4% | -14.5% |
| 7D | -7.4% | +26.9% | -34.3% | -2.6% |
| 30D | -23.6% | +38.6% | -62.2% | -18.1% |
| 3M | -38.3% | +9.7% | -48.1% | -37.4% |
| 6M | -60.6% | +58.9% | -119.5% | -57.6% |
| YTD | -22.9% | +15.3% | -38.2% | -21.2% |
| 1Y | -14.3% | +21.8% | -36.1% | -12.2% |
| All | -14.3% | +20.2% | -34.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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