+166.4%
MTZ vs GWRE
+51.5%
+114.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.0% | +2.8% | -2.0% |
| 7D | +2.3% | -26.2% | +28.5% | +3.4% |
| 30D | -10.3% | -17.8% | +7.5% | -10.0% |
| 3M | -31.8% | +14.2% | -46.1% | -34.1% |
| 6M | -19.2% | -12.9% | -6.3% | -18.6% |
| YTD | +10.7% | -29.2% | +40.0% | +18.7% |
| 1Y | +37.5% | -44.4% | +82.0% | +59.7% |
| All | +166.4% | +51.5% | +114.9% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling