+157.9%
MTZ vs GH
+23.4%
+134.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.1% | -1.1% | -10.0% | -11.0% |
| 3M | -36.7% | +21.3% | -58.0% | -38.8% |
| 6M | -21.9% | +73.5% | -95.5% | -28.8% |
| YTD | +9.1% | +58.0% | -48.9% | +0.6% |
| 1Y | +30.0% | +163.1% | -133.1% | +9.9% |
| 3Y | +138.5% | +361.0% | -222.6% | +76.7% |
| All | +157.9% | +23.4% | +134.5% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling