+165.2%
MTZ vs GWRE
+15.1%
+150.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.5% |
| 7D | +1.4% | -13.2% | +14.6% | +2.9% |
| 30D | -14.5% | -18.6% | +4.1% | -13.2% |
| 3M | -32.9% | +18.9% | -51.8% | -36.6% |
| 6M | -20.8% | -11.0% | -9.9% | -21.8% |
| YTD | +10.6% | -29.9% | +40.5% | +16.1% |
| 1Y | +27.1% | -44.3% | +71.4% | +42.7% |
| 3Y | +166.1% | +51.7% | +114.5% | +112.6% |
| All | +165.2% | +15.1% | +150.2% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling