+737.1%
MTZ vs GNRC
+433.2%
+303.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -14.8% | -15.8% | +1.0% | -9.7% |
| 3M | -30.8% | -24.0% | -6.8% | -24.1% |
| 6M | -22.6% | -13.8% | -8.8% | -19.3% |
| YTD | +6.8% | +33.2% | -26.4% | -4.8% |
| 1Y | +22.1% | -1.8% | +23.9% | +19.7% |
| 3Y | +153.1% | +57.7% | +95.4% | +106.9% |
| 5Y | +161.4% | -59.7% | +221.2% | +218.0% |
| All | +737.1% | +433.2% | +303.8% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling