+737.1%
MTZ vs GPN
+28.6%
+708.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -4.2% |
| 7D | 0.0% | -3.5% | +3.5% | +1.3% |
| 30D | -14.8% | +3.1% | -18.0% | -16.2% |
| 3M | -30.8% | +42.3% | -73.1% | -41.2% |
| 6M | -22.6% | +20.9% | -43.5% | -30.3% |
| YTD | +6.8% | +15.2% | -8.4% | -3.5% |
| 1Y | +22.1% | +5.4% | +16.7% | +14.2% |
| 3Y | +153.1% | -27.4% | +180.5% | +172.0% |
| 5Y | +161.4% | -44.2% | +205.6% | +206.6% |
| All | +737.1% | +28.6% | +708.5% | +715.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling