+398.0%
MTZ vs GEN
+152.9%
+245.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -1.8% |
| 7D | +5.0% | +2.0% | +2.9% | +4.5% |
| 30D | -6.0% | +27.7% | -33.7% | -11.6% |
| 3M | -36.1% | +3.3% | -39.4% | -37.3% |
| 6M | -56.9% | +31.8% | -88.7% | -60.7% |
| YTD | -15.9% | +13.5% | -29.4% | -20.8% |
| 1Y | -3.8% | +16.0% | -19.9% | -10.1% |
| 3Y | +272.3% | +70.6% | +201.7% | +211.2% |
| 5Y | +91.1% | +32.1% | +58.9% | +66.0% |
| All | +398.0% | +152.9% | +245.1% | +220.3% |
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