-63.2%
SPCH vs MTZ
-55.2%
-8.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -15.4% | +7.8% | -0.7% |
| 7D | -13.4% | -7.4% | -6.0% | -10.7% |
| 30D | -39.6% | -23.6% | -16.0% | -31.8% |
| 3M | -1.4% | -38.3% | +36.9% | +21.3% |
| All | -63.2% | -55.2% | -8.0% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · Available span rolling