+672.9%
MTZ vs SPYG
+564.9%
+108.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.3% |
| 7D | -1.6% | +0.4% | -2.0% | -2.0% |
| 30D | -11.1% | -0.4% | -10.6% | -10.6% |
| 3M | -36.7% | +0.5% | -37.2% | -36.8% |
| 6M | -21.9% | +17.5% | -39.4% | -34.1% |
| YTD | +9.1% | +14.3% | -5.2% | -5.3% |
| 1Y | +30.0% | +21.7% | +8.2% | +6.1% |
| 3Y | +138.5% | +98.6% | +39.8% | +18.1% |
| 5Y | +158.3% | +85.1% | +73.2% | +34.2% |
| 10Y | +700.8% | +412.0% | +288.7% | +34.7% |
| All | +672.9% | +564.9% | +108.1% | -18.8% |
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