+170.4%
MTB vs GPC
+83.6%
+86.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.4% |
| 30D | -4.6% | +1.3% | -5.9% | -5.4% |
| 3M | +6.3% | +37.1% | -30.8% | -13.0% |
| 6M | +15.6% | +23.2% | -7.6% | +0.4% |
| YTD | +20.6% | +13.1% | +7.5% | +8.2% |
| 1Y | +22.5% | +0.9% | +21.7% | +17.7% |
| 3Y | +114.4% | -0.8% | +115.2% | +96.8% |
| 5Y | +101.9% | +31.1% | +70.8% | +48.9% |
| 10Y | +170.4% | +87.4% | +83.0% | +49.9% |
| All | +170.4% | +83.6% | +86.8% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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