-6.0%
MTZ vs GEN
+17.6%
-23.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -11.1% | +28.2% | -39.3% | -6.1% |
| 3M | -30.6% | +2.6% | -33.2% | -30.7% |
| 6M | -54.4% | +32.7% | -87.0% | -51.7% |
| YTD | -13.0% | +11.3% | -24.3% | -12.6% |
| All | -6.0% | +17.6% | -23.6% | -5.0% |
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