+108.2%
MTB vs GPC
+2.3%
+105.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.6% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | +2.4% | -1.1% | +3.5% | +2.6% |
| 3M | -10.5% | -6.6% | -3.9% | -8.9% |
| 6M | +6.4% | +22.2% | -15.8% | -0.7% |
| YTD | +12.8% | +5.1% | +7.8% | +8.7% |
| 1Y | +23.3% | +2.8% | +20.5% | +19.6% |
| 3Y | +108.2% | +2.4% | +105.9% | +86.8% |
| All | +108.2% | +2.3% | +105.9% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling