-21.9%
MTZ vs SPYG
+18.4%
-40.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.3% |
| 7D | -1.6% | +0.4% | -2.0% | -2.1% |
| 30D | -11.1% | -0.4% | -10.6% | -10.5% |
| 3M | -36.7% | +0.5% | -37.2% | -38.0% |
| 6M | -21.9% | +17.5% | -39.4% | -35.6% |
| All | -21.9% | +18.4% | -40.3% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling