-14.3%
MTZ vs GNRC
+17.5%
-31.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -9.5% | -5.9% | -12.2% |
| 7D | -7.4% | -6.0% | -1.4% | -5.1% |
| 30D | -23.6% | -12.0% | -11.6% | -20.2% |
| 3M | -38.3% | -13.4% | -24.9% | -34.8% |
| 6M | -60.6% | -26.4% | -34.2% | -55.7% |
| YTD | -22.9% | +38.8% | -61.7% | -26.7% |
| 1Y | -14.3% | +20.9% | -35.2% | -13.6% |
| All | -14.3% | +17.5% | -31.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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