+19.0%
SPGI vs MTZ
+165.0%
-146.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.0% | -3.4% |
| 7D | -2.5% | +3.6% | -6.0% | -2.7% |
| 30D | +5.4% | -9.6% | +15.1% | +5.9% |
| 3M | +9.0% | -31.9% | +41.0% | +10.7% |
| 6M | +0.8% | -13.8% | +14.6% | -1.0% |
| YTD | -12.6% | +13.3% | -25.8% | -17.2% |
| 1Y | -16.1% | +39.3% | -55.4% | -23.4% |
| 3Y | +19.0% | +168.3% | -149.4% | +4.0% |
| All | +19.0% | +165.0% | -146.0% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling