+354.1%
MTZ vs GH
+472.2%
-118.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.2% | +3.3% | +7.9% |
| 7D | -2.4% | -7.0% | +4.6% | -1.4% |
| 30D | -11.1% | -5.2% | -5.9% | -10.5% |
| 3M | -30.6% | -5.8% | -24.9% | -30.4% |
| 6M | -54.4% | +65.9% | -120.3% | -58.0% |
| YTD | -13.0% | +55.5% | -68.5% | -19.7% |
| 1Y | -5.7% | +64.2% | -69.9% | -13.7% |
| 3Y | +297.2% | +606.0% | -308.9% | +182.6% |
| 5Y | +95.9% | +47.3% | +48.6% | +59.5% |
| All | +354.1% | +472.2% | -118.1% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling