+3,076.5%
SPY vs MTZ
+16,943.2%
-13,866.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.0% |
| 7D | +0.5% | +3.6% | -3.0% | +0.1% |
| 30D | -0.9% | -9.6% | +8.7% | +0.2% |
| 3M | +3.9% | -31.9% | +35.8% | +8.1% |
| 6M | +14.5% | -13.8% | +28.3% | +15.4% |
| YTD | +12.9% | +13.3% | -0.3% | +9.6% |
| 1Y | +19.4% | +39.3% | -19.9% | +12.6% |
| 3Y | +78.5% | +168.3% | -89.9% | +52.0% |
| 5Y | +81.8% | +166.4% | -84.6% | +52.9% |
| 10Y | +311.5% | +739.9% | -428.4% | +191.2% |
| All | +3,076.5% | +16,943.2% | -13,866.7% | +1,515.1% |
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