+739.9%
MTZ vs GME
+237.1%
+502.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +3.9% |
| 7D | +3.6% | +0.4% | +3.1% | +3.5% |
| 30D | -9.6% | -1.4% | -8.2% | -9.6% |
| 3M | -31.9% | -15.1% | -16.8% | -31.4% |
| 6M | -13.8% | -22.5% | +8.7% | -12.7% |
| YTD | +13.3% | -5.9% | +19.2% | +13.4% |
| 1Y | +39.3% | -18.6% | +57.9% | +40.5% |
| 3Y | +168.3% | +6.7% | +161.7% | +148.8% |
| 5Y | +166.4% | -62.0% | +228.4% | +152.1% |
| 10Y | +739.9% | +239.5% | +500.5% | +359.0% |
| All | +739.9% | +237.1% | +502.8% | +359.0% |
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