+282.6%
SPGI vs MTZ
+743.7%
-461.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.3% |
| 7D | -8.9% | 0.0% | -8.9% | -8.9% |
| 30D | +0.6% | -14.8% | +15.5% | +3.4% |
| 3M | +2.0% | -30.8% | +32.8% | +7.0% |
| 6M | +0.1% | -22.6% | +22.7% | +1.6% |
| YTD | -16.4% | +6.8% | -23.2% | -21.2% |
| 1Y | -18.9% | +22.1% | -41.1% | -26.4% |
| 3Y | +13.8% | +153.1% | -139.4% | -16.4% |
| 5Y | +0.5% | +161.4% | -160.9% | -29.3% |
| All | +282.6% | +743.7% | -461.2% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling