+444.4%
MTZ vs GPC
+78.6%
+365.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.0% |
| 7D | +12.9% | -2.1% | +15.0% | +14.1% |
| 30D | -8.5% | -4.5% | -4.0% | -6.9% |
| 3M | -30.6% | -7.7% | -22.9% | -28.5% |
| 6M | -55.1% | +24.3% | -79.4% | -61.4% |
| YTD | -13.0% | +3.5% | -16.4% | -19.1% |
| 1Y | -4.3% | +0.7% | -5.0% | -9.8% |
| 3Y | +284.0% | 0.0% | +284.1% | +241.4% |
| 5Y | +97.7% | +5.8% | +91.8% | +64.9% |
| 10Y | +444.4% | +75.8% | +368.6% | +220.2% |
| All | +444.4% | +78.6% | +365.8% | +220.2% |
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