+272.3%
MTZ vs GME
+106.8%
+165.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | +5.0% | +2.9% | +2.1% | +4.8% |
| 30D | -6.0% | -4.8% | -1.2% | -5.8% |
| 3M | -36.1% | +39.2% | -75.3% | -37.3% |
| 6M | -56.9% | +17.1% | -73.9% | -57.3% |
| YTD | -15.9% | +28.7% | -44.6% | -17.3% |
| 1Y | -3.8% | +23.3% | -27.2% | -5.3% |
| 3Y | +272.3% | +112.9% | +159.3% | +214.2% |
| All | +272.3% | +106.8% | +165.5% | +214.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling