+157.9%
MTZ vs SPG
+102.5%
+55.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.7% |
| 7D | -1.6% | -2.4% | +0.8% | -0.2% |
| 30D | -11.1% | -6.8% | -4.2% | -7.4% |
| 3M | -36.7% | +2.7% | -39.4% | -38.5% |
| 6M | -21.9% | +5.5% | -27.4% | -25.4% |
| YTD | +9.1% | +15.7% | -6.6% | -1.9% |
| 1Y | +30.0% | +20.9% | +9.1% | +13.1% |
| 3Y | +138.5% | +112.4% | +26.1% | +46.5% |
| All | +157.9% | +102.5% | +55.4% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling