+442.2%
MTZ vs GEN
+151.0%
+291.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | -8.7% | +1.0% | -9.7% | -9.1% |
| 30D | -15.0% | +29.1% | -44.0% | -20.2% |
| 3M | -32.6% | +2.9% | -35.5% | -33.8% |
| 6M | -56.3% | +33.6% | -90.0% | -60.4% |
| YTD | -16.8% | +12.0% | -28.9% | -21.4% |
| 1Y | -10.0% | +16.2% | -26.2% | -16.0% |
| 3Y | +267.1% | +65.1% | +202.0% | +209.6% |
| 5Y | +89.9% | +33.3% | +56.6% | +64.5% |
| 10Y | +442.2% | +149.7% | +292.6% | +264.3% |
| All | +442.2% | +151.0% | +291.3% | +264.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling