+753.2%
MTZ vs SPYG
+412.5%
+340.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.8% |
| 7D | +2.3% | +0.3% | +1.9% | +1.9% |
| 30D | -10.3% | -1.7% | -8.6% | -8.7% |
| 3M | -31.8% | +3.6% | -35.5% | -34.0% |
| 6M | -19.2% | +16.6% | -35.8% | -30.8% |
| YTD | +10.7% | +13.4% | -2.6% | -2.4% |
| 1Y | +37.5% | +19.6% | +17.9% | +15.5% |
| 3Y | +162.4% | +99.8% | +62.6% | +37.1% |
| 5Y | +166.3% | +85.0% | +81.4% | +47.2% |
| 10Y | +753.2% | +422.1% | +331.1% | +63.3% |
| All | +753.2% | +412.5% | +340.7% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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