+37.5%
MTZ vs SPXU
-37.3%
+74.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -1.4% |
| 7D | +2.3% | +1.3% | +1.0% | +3.0% |
| 30D | -10.3% | +5.1% | -15.4% | -7.4% |
| 3M | -31.8% | -9.1% | -22.7% | -34.7% |
| 6M | -19.2% | -29.6% | +10.4% | -31.6% |
| YTD | +10.7% | -27.7% | +38.4% | -4.3% |
| 1Y | +37.5% | -37.0% | +74.5% | +10.0% |
| All | +37.5% | -37.3% | +74.9% | +10.0% |
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