+714.5%
MTZ vs SPY
+313.2%
+401.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -11.1% | +0.1% | -11.1% | -11.1% |
| 3M | -36.7% | +2.0% | -38.7% | -38.1% |
| 6M | -21.9% | +13.0% | -35.0% | -33.0% |
| YTD | +9.1% | +13.5% | -4.4% | -7.0% |
| 1Y | +30.0% | +20.0% | +10.0% | +3.9% |
| 3Y | +138.5% | +77.2% | +61.3% | +20.9% |
| 5Y | +158.3% | +81.9% | +76.5% | +26.0% |
| All | +714.5% | +313.2% | +401.4% | +34.0% |
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