+14,791.5%
SPGI vs MTZ
+2,337.1%
+12,454.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | +1.2% | +5.0% | -3.7% | +0.7% |
| 30D | +15.9% | -6.0% | +21.9% | +16.2% |
| 3M | +12.3% | -36.1% | +48.4% | +16.6% |
| 6M | +23.7% | -56.9% | +80.6% | +32.3% |
| YTD | -3.5% | -15.9% | +12.4% | -4.0% |
| 1Y | +0.4% | -3.8% | +4.3% | -1.5% |
| 3Y | +29.9% | +272.3% | -242.4% | +9.4% |
| 5Y | +15.2% | +91.1% | -75.9% | +2.3% |
| 10Y | +337.2% | +426.0% | -88.8% | +243.5% |
| All | +14,791.5% | +2,337.1% | +12,454.4% | +9,880.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling