+97.7%
MTZ vs GEN
+35.2%
+62.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.3% |
| 7D | +12.9% | -0.8% | +13.7% | +13.0% |
| 30D | -8.5% | +31.2% | -39.8% | -13.1% |
| 3M | -30.6% | +6.1% | -36.7% | -31.8% |
| 6M | -55.1% | +38.1% | -93.2% | -59.1% |
| YTD | -13.0% | +14.4% | -27.4% | -16.6% |
| 1Y | -4.3% | +15.1% | -19.4% | -8.5% |
| 3Y | +284.0% | +68.5% | +215.5% | +227.0% |
| 5Y | +97.7% | +35.8% | +61.8% | +62.1% |
| All | +97.7% | +35.2% | +62.5% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling