-14.3%
MTZ vs GME
+15.0%
-29.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.6% | -19.0% | -15.3% |
| 7D | -7.4% | +7.8% | -15.2% | -7.3% |
| 30D | -23.6% | -0.4% | -23.2% | -23.4% |
| 3M | -38.3% | +30.9% | -69.2% | -39.1% |
| 6M | -60.6% | +5.5% | -66.1% | -60.2% |
| YTD | -22.9% | +25.2% | -48.1% | -24.6% |
| 1Y | -14.3% | +14.4% | -28.6% | -17.5% |
| All | -14.3% | +15.0% | -29.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling