+272.3%
MTZ vs GPN
-12.5%
+284.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.1% |
| 7D | +5.0% | -5.6% | +10.6% | +6.0% |
| 30D | -6.0% | +13.6% | -19.6% | -8.4% |
| 3M | -36.1% | -2.8% | -33.3% | -36.0% |
| 6M | -56.9% | +38.1% | -94.9% | -60.4% |
| YTD | -15.9% | +19.9% | -35.8% | -20.5% |
| 1Y | -3.8% | +23.4% | -27.3% | -10.2% |
| 3Y | +272.3% | -12.6% | +284.9% | +292.5% |
| All | +272.3% | -12.5% | +284.7% | +292.5% |
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