-59.8%
MTZ vs GME
+3.4%
-63.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.9% | +5.6% | +9.9% |
| 7D | -6.4% | +3.7% | -10.1% | -6.0% |
| 30D | -22.1% | +2.2% | -24.3% | -21.6% |
| 3M | -32.7% | +30.6% | -63.3% | -31.4% |
| 6M | -59.8% | -0.2% | -59.6% | -59.3% |
| All | -59.8% | +3.4% | -63.2% | -59.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling