-59.8%
MTZ vs GH
+68.0%
-127.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +9.6% |
| 7D | -6.4% | -15.6% | +9.2% | -6.3% |
| 30D | -22.1% | -10.4% | -11.7% | -21.9% |
| 3M | -32.7% | -4.3% | -28.4% | -32.9% |
| 6M | -59.8% | +63.5% | -123.4% | -61.6% |
| All | -59.8% | +68.0% | -127.8% | -61.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling