+398.0%
MTZ vs GPC
+74.9%
+323.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +5.0% | +0.4% | +4.5% | +4.8% |
| 30D | -6.0% | -6.3% | +0.3% | -3.4% |
| 3M | -36.1% | -8.2% | -28.0% | -34.0% |
| 6M | -56.9% | +27.1% | -84.0% | -63.4% |
| YTD | -15.9% | +3.1% | -19.0% | -21.7% |
| 1Y | -3.8% | +0.1% | -3.9% | -9.0% |
| 3Y | +272.3% | +0.2% | +272.0% | +230.3% |
| 5Y | +91.1% | +4.9% | +86.2% | +60.4% |
| All | +398.0% | +74.9% | +323.2% | +202.5% |
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