+37.5%
MTZ vs SPMO
+28.5%
+9.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +2.3% | +2.7% | -0.4% | -1.3% |
| 30D | -10.3% | +1.1% | -11.4% | -11.2% |
| 3M | -31.8% | +2.0% | -33.9% | -33.2% |
| 6M | -19.2% | +26.5% | -45.7% | -42.5% |
| YTD | +10.7% | +26.5% | -15.8% | -21.2% |
| 1Y | +37.5% | +27.9% | +9.6% | -4.8% |
| All | +37.5% | +28.5% | +9.0% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling