+30.0%
MTZ vs GEN
+5.4%
+24.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +1.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.9% |
| 30D | -11.1% | +10.1% | -21.2% | -8.6% |
| 3M | -36.7% | +16.1% | -52.8% | -33.3% |
| 6M | -21.9% | +38.9% | -60.8% | -16.4% |
| YTD | +9.1% | +14.4% | -5.3% | +14.5% |
| 1Y | +30.0% | +5.9% | +24.1% | +36.2% |
| All | +30.0% | +5.4% | +24.5% | +36.2% |
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