+1,348.0%
MTZ vs GWRE
+869.7%
+478.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -19.9% | +22.0% | +6.9% |
| 7D | -1.6% | -21.1% | +19.5% | +3.3% |
| 30D | -11.1% | +1.3% | -12.4% | -12.6% |
| 3M | -36.7% | +7.4% | -44.1% | -39.9% |
| 6M | -21.9% | +5.6% | -27.6% | -27.5% |
| YTD | +9.1% | -19.2% | +28.3% | +9.1% |
| 1Y | +30.0% | -25.1% | +55.1% | +31.4% |
| 3Y | +138.5% | +87.7% | +50.8% | +74.8% |
| 5Y | +158.3% | +32.0% | +126.3% | +106.4% |
| 10Y | +700.8% | +157.8% | +543.0% | +395.4% |
| All | +1,348.0% | +869.7% | +478.4% | +611.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling