-63.7%
MTZ vs GPC
+23.2%
-86.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -5.7% |
| 7D | -10.6% | +1.7% | -12.3% | -10.1% |
| 30D | -30.4% | -2.3% | -28.1% | -30.7% |
| 3M | -40.4% | -4.5% | -35.9% | -41.1% |
| 6M | -63.7% | +21.6% | -85.2% | -65.0% |
| All | -63.7% | +23.2% | -86.8% | -65.0% |
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