+492.6%
MTZ vs SPY
+315.0%
+177.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +5.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.8% |
| 30D | -11.1% | -3.3% | -7.8% | -7.4% |
| 3M | -30.6% | -2.4% | -28.2% | -28.6% |
| 6M | -54.4% | +2.6% | -56.9% | -55.8% |
| YTD | -13.0% | +11.2% | -24.3% | -24.0% |
| 1Y | -5.7% | +13.4% | -19.1% | -19.4% |
| 3Y | +297.2% | +79.9% | +217.3% | +97.4% |
| 5Y | +95.9% | +72.2% | +23.7% | +2.2% |
| 10Y | +492.6% | +307.3% | +185.3% | -13.7% |
| All | +492.6% | +315.0% | +177.6% | -13.7% |
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