+737.1%
MTZ vs GWRE
+129.6%
+607.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.2% |
| 7D | 0.0% | -30.9% | +30.9% | +7.3% |
| 30D | -14.8% | -20.7% | +5.9% | -11.7% |
| 3M | -30.8% | +20.2% | -51.0% | -36.6% |
| 6M | -22.6% | -11.9% | -10.8% | -24.5% |
| YTD | +6.8% | -30.3% | +37.1% | +11.3% |
| 1Y | +22.1% | -44.6% | +66.8% | +37.4% |
| 3Y | +153.1% | +48.8% | +104.3% | +93.3% |
| 5Y | +161.4% | +14.8% | +146.7% | +114.4% |
| All | +737.1% | +129.6% | +607.4% | +394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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