-4.3%
MTZ vs GPC
+2.0%
-6.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.5% |
| 7D | +12.9% | -2.1% | +15.0% | +12.6% |
| 30D | -8.5% | -4.5% | -4.0% | -8.9% |
| 3M | -30.6% | -7.7% | -22.9% | -31.0% |
| 6M | -55.1% | +24.3% | -79.4% | -56.6% |
| YTD | -13.0% | +3.5% | -16.4% | -15.6% |
| 1Y | -4.3% | +0.7% | -5.0% | -4.3% |
| All | -4.3% | +2.0% | -6.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling