+2,274.1%
MTZ vs GPC
+2,071.6%
+202.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.9% | +10.3% |
| 7D | -6.4% | +1.6% | -8.0% | -7.4% |
| 30D | -22.1% | -2.1% | -20.0% | -21.7% |
| 3M | -32.7% | -6.8% | -25.9% | -30.8% |
| 6M | -59.8% | +18.6% | -78.4% | -65.1% |
| YTD | -19.9% | +2.7% | -22.6% | -25.8% |
| 1Y | -11.5% | +1.8% | -13.3% | -17.7% |
| 3Y | +258.1% | +1.1% | +257.0% | +215.2% |
| 5Y | +85.5% | +4.1% | +81.5% | +57.6% |
| 10Y | +492.2% | +88.2% | +403.9% | +240.6% |
| All | +2,274.1% | +2,071.6% | +202.5% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling