-59.8%
MTZ vs GPC
+18.2%
-78.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.9% | +9.1% |
| 7D | -6.4% | +1.6% | -8.0% | -5.9% |
| 30D | -22.1% | -2.1% | -20.0% | -22.3% |
| 3M | -32.7% | -6.8% | -25.9% | -34.0% |
| 6M | -59.8% | +18.6% | -78.4% | -61.4% |
| All | -59.8% | +18.2% | -78.0% | -61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling