+4,333.5%
MTZ vs GME
+1,082.6%
+3,250.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | -1.6% | +7.2% | -8.8% | -2.3% |
| 30D | -11.1% | +0.8% | -11.9% | -11.2% |
| 3M | -36.7% | -14.0% | -22.7% | -35.9% |
| 6M | -21.9% | -19.7% | -2.2% | -20.5% |
| YTD | +9.1% | -4.6% | +13.7% | +9.1% |
| 1Y | +30.0% | -14.3% | +44.3% | +31.2% |
| 3Y | +138.5% | +4.0% | +134.4% | +108.8% |
| 5Y | +158.3% | -62.2% | +220.5% | +134.8% |
| 10Y | +700.8% | +241.4% | +459.4% | +151.3% |
| All | +4,333.5% | +1,082.6% | +3,250.8% | +849.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling