+9,828.9%
MTZ vs SPG
+5,256.9%
+4,572.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.5% |
| 30D | -11.1% | -6.8% | -4.2% | -8.3% |
| 3M | -36.7% | +2.7% | -39.4% | -37.9% |
| 6M | -21.9% | +5.5% | -27.4% | -24.3% |
| YTD | +9.1% | +15.7% | -6.6% | +1.3% |
| 1Y | +30.0% | +20.9% | +9.1% | +18.0% |
| 3Y | +138.5% | +112.4% | +26.1% | +69.3% |
| 5Y | +158.3% | +101.4% | +57.0% | +85.2% |
| 10Y | +700.8% | +60.6% | +640.1% | +458.6% |
| All | +9,828.9% | +5,256.9% | +4,572.0% | +1,922.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling