+2.9%
SPGI vs MTZ
-14.7%
+17.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -15.4% | +18.8% | +1.6% |
| 7D | +7.2% | -7.4% | +14.6% | +6.4% |
| 30D | +23.2% | -23.6% | +46.8% | +19.9% |
| 3M | +17.0% | -38.3% | +55.3% | +11.3% |
| 6M | +20.4% | -60.6% | +81.0% | +8.9% |
| YTD | -1.9% | -22.9% | +21.0% | -7.0% |
| 1Y | +2.9% | -14.3% | +17.2% | -1.7% |
| All | +2.9% | -14.7% | +17.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling