+77.7%
SPY vs MTZ
+271.0%
-193.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +2.6% | +5.0% | -2.4% | +1.7% |
| 30D | -2.0% | -6.0% | +4.0% | -1.5% |
| 3M | -2.8% | -36.1% | +33.3% | +4.3% |
| 6M | +2.1% | -56.9% | +59.0% | +17.0% |
| YTD | +11.5% | -15.9% | +27.4% | +9.2% |
| 1Y | +13.5% | -3.8% | +17.3% | +7.6% |
| 3Y | +77.7% | +272.3% | -194.6% | +34.2% |
| All | +77.7% | +271.0% | -193.3% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling