-14.3%
MTZ vs SPG
+34.3%
-48.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.9% | -18.3% | -14.9% |
| 7D | -7.4% | +8.2% | -15.6% | -6.6% |
| 30D | -23.6% | +13.5% | -37.1% | -22.8% |
| 3M | -38.3% | +2.2% | -40.5% | -37.8% |
| 6M | -60.6% | +15.9% | -76.5% | -61.9% |
| YTD | -22.9% | +27.6% | -50.5% | -24.6% |
| 1Y | -14.3% | +30.9% | -45.2% | -16.6% |
| All | -14.3% | +34.3% | -48.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling