+1,163.7%
MTZ vs SPMO
+572.4%
+591.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +0.5% |
| 7D | -1.6% | +2.0% | -3.6% | -3.5% |
| 30D | -11.1% | -0.4% | -10.7% | -10.5% |
| 3M | -36.7% | -1.9% | -34.8% | -34.9% |
| 6M | -21.9% | +25.0% | -47.0% | -36.6% |
| YTD | +9.1% | +26.0% | -16.9% | -11.9% |
| 1Y | +30.0% | +28.7% | +1.3% | +3.6% |
| 3Y | +138.5% | +160.9% | -22.5% | +4.8% |
| 5Y | +158.3% | +147.9% | +10.4% | +18.4% |
| 10Y | +700.8% | +518.9% | +181.8% | +110.5% |
| All | +1,163.7% | +572.4% | +591.2% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling