+81.7%
SPY vs MTZ
+162.0%
-80.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | 0.0% |
| 7D | -0.4% | +2.3% | -2.6% | -0.8% |
| 30D | -1.4% | -10.3% | +8.9% | +0.5% |
| 3M | +3.7% | -31.8% | +35.5% | +10.2% |
| 6M | +13.0% | -19.2% | +32.2% | +15.1% |
| YTD | +12.4% | +10.7% | +1.7% | +6.5% |
| 1Y | +18.5% | +37.5% | -19.0% | +6.5% |
| 3Y | +77.6% | +162.4% | -84.7% | +36.4% |
| 5Y | +81.7% | +166.3% | -84.6% | +31.5% |
| All | +81.7% | +162.0% | -80.4% | +31.5% |
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 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