+74.8%
MTZ vs GPC
+3.6%
+71.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.9% | +9.9% |
| 7D | -6.4% | +1.6% | -8.0% | -6.9% |
| 30D | -22.1% | -2.1% | -20.0% | -21.9% |
| 3M | -32.7% | -6.8% | -25.9% | -31.7% |
| 6M | -59.8% | +18.6% | -78.4% | -63.0% |
| YTD | -19.9% | +2.7% | -22.6% | -23.5% |
| 1Y | -11.5% | +1.8% | -13.3% | -15.2% |
| 3Y | +258.1% | +1.1% | +257.0% | +224.5% |
| All | +74.8% | +3.6% | +71.2% | +47.1% |
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