+404.4%
MTZ vs GME
+470.0%
-65.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | +16.5% | +6.0% | +10.5% | +16.1% |
| 30D | -10.2% | -5.9% | -4.3% | -9.9% |
| 3M | -34.2% | +38.2% | -72.3% | -35.4% |
| 6M | -56.0% | +14.5% | -70.5% | -56.4% |
| YTD | -14.8% | +27.6% | -42.4% | -16.3% |
| 1Y | -7.2% | +19.9% | -27.2% | -8.6% |
| 3Y | +275.8% | +104.3% | +171.5% | +236.0% |
| 5Y | +93.5% | -49.3% | +142.8% | +80.2% |
| All | +404.4% | +470.0% | -65.6% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling