+753.2%
MTZ vs SPMO
+526.3%
+226.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +2.3% | +2.7% | -0.4% | -0.5% |
| 30D | -10.3% | +1.1% | -11.4% | -11.0% |
| 3M | -31.8% | +2.0% | -33.9% | -32.4% |
| 6M | -19.2% | +26.5% | -45.7% | -35.4% |
| YTD | +10.7% | +26.5% | -15.8% | -11.3% |
| 1Y | +37.5% | +27.9% | +9.6% | +9.7% |
| 3Y | +162.4% | +160.4% | +2.0% | +13.5% |
| 5Y | +166.3% | +151.5% | +14.8% | +18.6% |
| 10Y | +753.2% | +526.3% | +226.8% | +137.8% |
| All | +753.2% | +526.3% | +226.8% | +137.8% |
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