+492.6%
MTZ vs GME
+520.4%
-27.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.7% | +8.5% |
| 7D | -2.4% | +5.8% | -8.2% | -2.8% |
| 30D | -11.1% | -3.7% | -7.4% | -10.9% |
| 3M | -30.6% | +33.6% | -64.2% | -31.8% |
| 6M | -54.4% | +5.4% | -59.8% | -54.6% |
| YTD | -13.0% | +27.4% | -40.5% | -14.5% |
| 1Y | -5.7% | +19.0% | -24.7% | -7.0% |
| 3Y | +297.2% | +101.5% | +195.7% | +255.2% |
| 5Y | +95.9% | -50.5% | +146.3% | +82.5% |
| 10Y | +492.6% | +493.3% | -0.7% | +181.1% |
| All | +492.6% | +520.4% | -27.8% | +181.1% |
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