+258.1%
MTZ vs SPG
+124.5%
+133.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.8% | +8.7% | +9.1% |
| 7D | -6.4% | +4.9% | -11.3% | -9.0% |
| 30D | -22.1% | +15.6% | -37.7% | -28.4% |
| 3M | -32.7% | +4.1% | -36.8% | -34.3% |
| 6M | -59.8% | +13.6% | -73.4% | -63.5% |
| YTD | -19.9% | +27.5% | -47.5% | -33.0% |
| 1Y | -11.5% | +32.2% | -43.7% | -27.9% |
| 3Y | +258.1% | +126.0% | +132.1% | +77.2% |
| All | +258.1% | +124.5% | +133.5% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling