+39.3%
MTZ vs GME
-16.6%
+55.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.0% |
| 7D | +3.6% | +0.4% | +3.1% | +3.4% |
| 30D | -9.6% | -1.4% | -8.2% | -9.5% |
| 3M | -31.9% | -15.1% | -16.8% | -30.2% |
| 6M | -13.8% | -22.5% | +8.7% | -10.4% |
| YTD | +13.3% | -5.9% | +19.2% | +9.2% |
| 1Y | +39.3% | -18.6% | +57.9% | +42.6% |
| All | +39.3% | -16.6% | +55.9% | +42.6% |
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