+442.2%
MTZ vs GPC
+85.0%
+357.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -8.7% | +0.4% | -9.1% | -9.0% |
| 30D | -15.0% | -1.8% | -13.1% | -14.6% |
| 3M | -32.6% | -6.6% | -26.0% | -30.9% |
| 6M | -56.3% | +21.3% | -77.7% | -62.0% |
| YTD | -16.8% | +4.3% | -21.1% | -23.0% |
| 1Y | -10.0% | +3.3% | -13.3% | -16.4% |
| 3Y | +267.1% | +0.8% | +266.4% | +225.2% |
| 5Y | +89.9% | +7.4% | +82.5% | +57.0% |
| 10Y | +442.2% | +79.2% | +363.0% | +212.8% |
| All | +442.2% | +85.0% | +357.2% | +212.8% |
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 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