+166.4%
MTZ vs SPYG
+84.3%
+82.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.3% |
| 7D | +3.6% | +1.2% | +2.4% | +2.2% |
| 30D | -9.6% | -1.6% | -8.1% | -8.1% |
| 3M | -31.9% | +3.4% | -35.3% | -34.0% |
| 6M | -13.8% | +18.9% | -32.7% | -27.7% |
| YTD | +13.3% | +13.8% | -0.5% | -0.7% |
| 1Y | +39.3% | +20.6% | +18.7% | +15.8% |
| 3Y | +168.3% | +100.5% | +67.8% | +45.3% |
| 5Y | +166.4% | +84.6% | +81.8% | +48.0% |
| All | +166.4% | +84.3% | +82.1% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling