-10.0%
MTZ vs GEN
+18.5%
-28.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.2% |
| 7D | -8.7% | +1.0% | -9.7% | -8.3% |
| 30D | -15.0% | +29.1% | -44.0% | -10.0% |
| 3M | -32.6% | +2.9% | -35.5% | -32.7% |
| 6M | -56.3% | +33.6% | -90.0% | -53.7% |
| YTD | -16.8% | +12.0% | -28.9% | -16.2% |
| 1Y | -10.0% | +16.2% | -26.2% | -8.9% |
| All | -10.0% | +18.5% | -28.5% | -8.9% |
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