+501.4%
MTZ vs SPG
+109.7%
+391.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.8% | +8.7% | +9.2% |
| 7D | -6.4% | +4.9% | -11.3% | -8.7% |
| 30D | -22.1% | +15.6% | -37.7% | -27.5% |
| 3M | -32.7% | +4.1% | -36.8% | -34.2% |
| 6M | -59.8% | +13.6% | -73.4% | -62.6% |
| YTD | -19.9% | +27.5% | -47.5% | -29.8% |
| 1Y | -11.5% | +32.2% | -43.7% | -23.8% |
| 3Y | +258.1% | +126.0% | +132.1% | +139.2% |
| 5Y | +85.5% | +74.7% | +10.8% | +36.5% |
| All | +501.4% | +109.7% | +391.7% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling