+74.8%
MTZ vs GEN
+32.5%
+42.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.2% | +10.0% |
| 7D | -6.4% | +2.3% | -8.7% | -6.9% |
| 30D | -22.1% | +33.1% | -55.1% | -26.3% |
| 3M | -32.7% | +6.5% | -39.2% | -34.0% |
| 6M | -59.8% | +53.8% | -113.6% | -64.7% |
| YTD | -19.9% | +11.2% | -31.1% | -22.9% |
| 1Y | -11.5% | +19.4% | -30.9% | -17.0% |
| 3Y | +258.1% | +81.0% | +177.0% | +198.4% |
| All | +74.8% | +32.5% | +42.3% | +49.2% |
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