+166.4%
MTZ vs SPMO
+149.9%
+16.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.2% |
| 7D | +3.6% | +3.4% | +0.2% | -0.6% |
| 30D | -9.6% | +0.5% | -10.2% | -10.0% |
| 3M | -31.9% | +1.9% | -33.8% | -32.8% |
| 6M | -13.8% | +27.8% | -41.6% | -35.9% |
| YTD | +13.3% | +26.7% | -13.4% | -14.8% |
| 1Y | +39.3% | +28.9% | +10.4% | +3.4% |
| 3Y | +168.3% | +160.7% | +7.7% | -4.5% |
| 5Y | +166.4% | +150.2% | +16.2% | -2.5% |
| All | +166.4% | +149.9% | +16.5% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling