+95.0%
MTZ vs GNRC
-57.0%
+152.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +5.0% | +7.9% | -2.9% | +2.8% |
| 30D | -6.0% | -3.7% | -2.3% | -4.7% |
| 3M | -36.1% | -11.9% | -24.2% | -34.1% |
| 6M | -56.9% | -28.6% | -28.3% | -52.9% |
| YTD | -15.9% | +39.9% | -55.8% | -24.0% |
| 1Y | -3.8% | +23.4% | -27.2% | -10.3% |
| 3Y | +272.3% | +84.2% | +188.0% | +214.7% |
| All | +95.0% | -57.0% | +152.0% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling