+89.9%
MTZ vs GPC
+7.2%
+82.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -8.7% | +0.4% | -9.1% | -8.8% |
| 30D | -15.0% | -1.8% | -13.1% | -14.7% |
| 3M | -32.6% | -6.6% | -26.0% | -31.6% |
| 6M | -56.3% | +21.3% | -77.7% | -60.0% |
| YTD | -16.8% | +4.3% | -21.1% | -20.8% |
| 1Y | -10.0% | +3.3% | -13.3% | -14.1% |
| 3Y | +267.1% | +0.8% | +266.4% | +235.4% |
| 5Y | +89.9% | +7.4% | +82.5% | +58.3% |
| All | +89.9% | +7.2% | +82.6% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling