+93.5%
MTZ vs SPG
+83.3%
+10.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +16.5% | +3.1% | +13.3% | +14.6% |
| 30D | -10.2% | +16.4% | -26.6% | -18.0% |
| 3M | -34.2% | +7.1% | -41.2% | -36.9% |
| 6M | -56.0% | +16.1% | -72.0% | -60.3% |
| YTD | -14.8% | +30.4% | -45.3% | -29.0% |
| 1Y | -7.2% | +33.0% | -40.2% | -23.7% |
| 3Y | +275.8% | +134.6% | +141.1% | +113.4% |
| 5Y | +93.5% | +84.9% | +8.6% | +19.0% |
| All | +93.5% | +83.3% | +10.2% | +19.0% |
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