+491.4%
MTZ vs GH
+480.1%
+11.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.8% |
| 7D | +3.6% | -2.1% | +5.6% | +3.9% |
| 30D | -9.6% | -4.5% | -5.2% | -9.1% |
| 3M | -31.9% | +28.9% | -60.8% | -34.7% |
| 6M | -13.8% | +76.5% | -90.3% | -21.4% |
| YTD | +13.3% | +57.6% | -44.4% | +4.7% |
| 1Y | +39.3% | +167.5% | -128.3% | +18.3% |
| 3Y | +168.3% | +377.4% | -209.1% | +101.1% |
| 5Y | +166.4% | +23.8% | +142.6% | +121.8% |
| All | +491.4% | +480.1% | +11.2% | +266.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling