+489.3%
MTZ vs SPYG
+524.9%
-35.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.4% |
| 7D | -8.7% | -1.9% | -6.8% | -6.8% |
| 30D | -15.0% | -9.2% | -5.8% | -5.8% |
| 3M | -32.6% | -6.8% | -25.8% | -27.3% |
| 6M | -56.3% | -2.6% | -53.8% | -55.0% |
| YTD | -16.8% | +7.5% | -24.3% | -22.9% |
| 1Y | -10.0% | +6.7% | -16.7% | -15.7% |
| 3Y | +267.1% | +90.1% | +177.0% | +90.8% |
| 5Y | +89.9% | +69.2% | +20.6% | +8.7% |
| 10Y | +442.2% | +391.9% | +50.4% | -4.8% |
| All | +489.3% | +524.9% | -35.6% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling