+797.1%
MTZ vs GPN
+2,600.4%
-1,803.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -3.2% |
| 7D | +5.0% | -5.6% | +10.6% | +7.2% |
| 30D | -6.0% | +13.6% | -19.6% | -12.2% |
| 3M | -36.1% | -2.8% | -33.3% | -36.2% |
| 6M | -56.9% | +38.1% | -94.9% | -64.2% |
| YTD | -15.9% | +19.9% | -35.8% | -27.6% |
| 1Y | -3.8% | +23.4% | -27.3% | -18.5% |
| 3Y | +272.3% | -12.6% | +284.9% | +256.8% |
| 5Y | +91.1% | -26.6% | +117.7% | +91.3% |
| 10Y | +426.0% | +40.4% | +385.6% | +258.3% |
| All | +797.1% | +2,600.4% | -1,803.3% | +45.6% |
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