+444.4%
MTZ vs SPY
+311.8%
+132.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +2.9% |
| 7D | +12.9% | -0.9% | +13.8% | +14.5% |
| 30D | -8.5% | -2.4% | -6.2% | -5.9% |
| 3M | -30.6% | -1.2% | -29.5% | -29.7% |
| 6M | -55.1% | +3.3% | -58.4% | -56.9% |
| YTD | -13.0% | +12.3% | -25.3% | -24.9% |
| 1Y | -4.3% | +12.4% | -16.7% | -17.3% |
| 3Y | +284.0% | +78.8% | +205.2% | +92.2% |
| 5Y | +97.7% | +75.2% | +22.5% | +0.9% |
| 10Y | +444.4% | +311.1% | +133.3% | -24.3% |
| All | +444.4% | +311.8% | +132.7% | -24.3% |
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