+258.1%
MTZ vs SPXU
-79.5%
+337.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.3% | +9.1% |
| 7D | -6.4% | +7.6% | -14.0% | -2.5% |
| 30D | -22.1% | +17.5% | -39.6% | -14.3% |
| 3M | -32.7% | +14.7% | -47.3% | -26.7% |
| 6M | -59.8% | -0.1% | -59.8% | -58.7% |
| YTD | -19.9% | -19.8% | -0.1% | -25.7% |
| 1Y | -11.5% | -23.7% | +12.3% | -19.5% |
| 3Y | +258.1% | -79.5% | +337.6% | +70.7% |
| All | +258.1% | -79.5% | +337.6% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling