+254.8%
SPOT vs MTZ
+421.0%
-166.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -3.3% |
| 7D | -2.9% | +3.6% | -6.4% | -3.6% |
| 30D | +8.3% | -9.6% | +17.9% | +10.1% |
| 3M | +5.1% | -31.9% | +37.0% | +11.6% |
| 6M | -6.5% | -13.8% | +7.3% | -7.0% |
| YTD | -9.0% | +13.3% | -22.2% | -15.7% |
| 1Y | -26.4% | +39.3% | -65.7% | -35.7% |
| 3Y | +240.0% | +168.3% | +71.7% | +145.0% |
| 5Y | +111.7% | +166.4% | -54.7% | +48.5% |
| All | +254.8% | +421.0% | -166.2% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling