+297.2%
MTZ vs SPMO
+122.4%
+174.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.2% | +2.8% |
| 7D | -2.4% | -1.9% | -0.5% | +0.2% |
| 30D | -11.1% | -14.1% | +3.0% | +8.2% |
| 3M | -30.6% | -13.1% | -17.5% | -16.6% |
| 6M | -54.4% | -9.4% | -45.0% | -48.2% |
| YTD | -13.0% | +9.5% | -22.5% | -24.2% |
| 1Y | -5.7% | +10.5% | -16.2% | -18.6% |
| 3Y | +297.2% | +124.4% | +172.8% | +41.7% |
| All | +297.2% | +122.4% | +174.8% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling