+166.4%
MTZ vs GPN
-28.6%
+195.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.4% | -1.7% |
| 7D | +2.3% | -6.2% | +8.5% | +3.6% |
| 30D | -10.3% | +1.0% | -11.3% | -10.7% |
| 3M | -31.8% | +36.9% | -68.7% | -37.3% |
| 6M | -19.2% | +16.8% | -36.0% | -23.0% |
| YTD | +10.7% | +13.2% | -2.5% | +5.8% |
| 1Y | +37.5% | +1.4% | +36.1% | +36.3% |
| All | +166.4% | -28.6% | +195.1% | +213.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling