+82.6%
SPYM vs MTZ
+156.0%
-73.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.1% |
| 7D | -2.0% | 0.0% | -1.9% | -2.0% |
| 30D | -1.6% | -14.8% | +13.2% | +1.2% |
| 3M | +4.7% | -30.8% | +35.6% | +10.8% |
| 6M | +12.6% | -22.6% | +35.2% | +15.6% |
| YTD | +11.8% | +6.8% | +5.0% | +6.7% |
| 1Y | +17.5% | +22.1% | -4.6% | +8.6% |
| 3Y | +77.0% | +153.1% | -76.1% | +37.3% |
| 5Y | +82.6% | +161.4% | -78.8% | +32.9% |
| All | +82.6% | +156.0% | -73.4% | +32.9% |
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