+2,274.1%
MTZ vs GEN
+8,588.0%
-6,313.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.2% | +10.1% |
| 7D | -6.4% | +2.3% | -8.7% | -7.1% |
| 30D | -22.1% | +33.1% | -55.1% | -27.1% |
| 3M | -32.7% | +6.5% | -39.2% | -34.4% |
| 6M | -59.8% | +53.8% | -113.6% | -64.2% |
| YTD | -19.9% | +11.2% | -31.1% | -24.1% |
| 1Y | -11.5% | +19.4% | -30.9% | -17.4% |
| 3Y | +258.1% | +81.0% | +177.0% | +204.4% |
| 5Y | +85.5% | +33.4% | +52.1% | +65.3% |
| 10Y | +492.2% | +164.3% | +327.9% | +337.5% |
| All | +2,274.1% | +8,588.0% | -6,313.9% | +606.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling