+823.3%
SPYM vs MTZ
+2,171.0%
-1,347.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.3% | -1.3% |
| 7D | +0.6% | +3.6% | -3.0% | -0.1% |
| 30D | -0.9% | -9.6% | +8.7% | +0.8% |
| 3M | +3.9% | -31.9% | +35.8% | +10.3% |
| 6M | +14.5% | -13.8% | +28.4% | +15.6% |
| YTD | +13.0% | +13.3% | -0.3% | +7.8% |
| 1Y | +19.4% | +39.3% | -19.8% | +9.0% |
| 3Y | +78.9% | +168.3% | -89.5% | +39.2% |
| 5Y | +82.3% | +166.4% | -84.1% | +38.8% |
| 10Y | +314.7% | +739.9% | -425.2% | +138.2% |
| All | +823.3% | +2,171.0% | -1,347.7% | +288.1% |
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