+1,064.1%
MTZ vs GPN
+2,611.5%
-1,547.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.7% |
| 7D | -1.6% | +0.8% | -2.4% | -2.0% |
| 30D | -11.1% | +5.8% | -16.9% | -13.7% |
| 3M | -36.7% | +37.0% | -73.7% | -46.4% |
| 6M | -21.9% | +20.1% | -42.1% | -30.6% |
| YTD | +9.1% | +20.4% | -11.3% | -5.1% |
| 1Y | +30.0% | +7.4% | +22.5% | +18.6% |
| 3Y | +138.5% | -26.1% | +164.6% | +151.5% |
| 5Y | +158.3% | -38.5% | +196.9% | +184.6% |
| 10Y | +700.8% | +28.4% | +672.4% | +477.4% |
| All | +1,064.1% | +2,611.5% | -1,547.4% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling