-3.8%
MTZ vs SPXU
-26.3%
+22.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -0.6% |
| 7D | +5.0% | -7.6% | +12.6% | +1.4% |
| 30D | -6.0% | +5.3% | -11.3% | -2.7% |
| 3M | -36.1% | +9.6% | -45.8% | -31.8% |
| 6M | -56.9% | -4.5% | -52.3% | -56.9% |
| YTD | -15.9% | -25.9% | +10.0% | -24.8% |
| 1Y | -3.8% | -28.9% | +25.0% | -15.9% |
| All | -3.8% | -26.3% | +22.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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