+501.4%
MTZ vs SPY
+312.9%
+188.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.3% | +9.2% | +9.1% |
| 7D | -6.4% | -2.7% | -3.7% | -3.4% |
| 30D | -22.1% | -5.4% | -16.7% | -16.6% |
| 3M | -32.7% | -4.1% | -28.6% | -29.2% |
| 6M | -59.8% | +0.7% | -60.5% | -60.2% |
| YTD | -19.9% | +8.7% | -28.6% | -28.0% |
| 1Y | -11.5% | +10.9% | -22.3% | -22.3% |
| 3Y | +258.1% | +75.0% | +183.1% | +83.9% |
| 5Y | +85.5% | +67.8% | +17.7% | -0.2% |
| All | +501.4% | +312.9% | +188.5% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling