+404.4%
MTZ vs SPMO
+469.5%
-65.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +16.5% | +9.8% | +6.7% | +6.2% |
| 30D | -10.2% | -9.2% | -1.0% | -1.1% |
| 3M | -34.2% | -11.0% | -23.2% | -25.8% |
| 6M | -56.0% | -6.6% | -49.3% | -52.3% |
| YTD | -14.8% | +13.3% | -28.2% | -23.9% |
| 1Y | -7.2% | +12.7% | -19.9% | -16.3% |
| 3Y | +275.8% | +127.5% | +148.3% | +85.0% |
| 5Y | +93.5% | +117.4% | -23.9% | -1.3% |
| All | +404.4% | +469.5% | -65.1% | +53.8% |
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