+3,134.4%
MTZ vs GPC
+2,341.8%
+792.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.5% |
| 7D | -1.6% | +1.2% | -2.8% | -2.3% |
| 30D | -11.1% | +6.0% | -17.0% | -14.2% |
| 3M | -36.7% | +42.6% | -79.3% | -49.9% |
| 6M | -21.9% | +22.8% | -44.7% | -33.0% |
| YTD | +9.1% | +15.5% | -6.3% | -4.5% |
| 1Y | +30.0% | +2.0% | +27.9% | +22.2% |
| 3Y | +138.5% | -1.4% | +139.9% | +116.1% |
| 5Y | +158.3% | +30.6% | +127.8% | +93.4% |
| 10Y | +700.8% | +80.6% | +620.2% | +378.8% |
| All | +3,134.4% | +2,341.8% | +792.6% | +620.7% |
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