+113.6%
SPOT vs MTZ
+159.0%
-45.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.5% |
| 7D | -6.9% | 0.0% | -6.8% | -6.9% |
| 30D | +4.1% | -14.8% | +19.0% | +7.4% |
| 3M | +3.7% | -30.8% | +34.5% | +9.9% |
| 6M | -1.6% | -22.6% | +21.0% | -0.3% |
| YTD | -10.2% | +6.8% | -17.0% | -17.8% |
| 1Y | -25.9% | +22.1% | -48.0% | -35.4% |
| 3Y | +235.6% | +153.1% | +82.5% | +125.9% |
| All | +113.6% | +159.0% | -45.4% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling