+444.4%
MTZ vs SPMO
+469.5%
-25.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +0.9% |
| 7D | +12.9% | +1.8% | +11.1% | +11.0% |
| 30D | -8.5% | -10.0% | +1.5% | +1.6% |
| 3M | -30.6% | -9.4% | -21.2% | -23.2% |
| 6M | -55.1% | -7.7% | -47.4% | -50.9% |
| YTD | -13.0% | +13.3% | -26.3% | -22.2% |
| 1Y | -4.3% | +12.7% | -17.0% | -13.7% |
| 3Y | +284.0% | +127.5% | +156.6% | +89.1% |
| 5Y | +97.7% | +119.7% | -22.0% | 0.0% |
| 10Y | +444.4% | +469.5% | -25.1% | +68.1% |
| All | +444.4% | +469.5% | -25.1% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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