-6.0%
MTZ vs SPXU
-27.0%
+21.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -7.0% | +15.6% | +5.0% |
| 7D | -2.4% | -1.5% | -1.0% | -2.9% |
| 30D | -11.1% | +9.7% | -20.8% | -5.8% |
| 3M | -30.6% | +8.4% | -39.1% | -26.5% |
| 6M | -54.4% | -5.7% | -48.6% | -54.7% |
| YTD | -13.0% | -25.4% | +12.4% | -22.3% |
| All | -6.0% | -27.0% | +21.0% | -15.0% |
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