+27.1%
MTZ vs SNY
-4.5%
+31.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -3.3% | +4.7% | +1.0% |
| 30D | -14.5% | -2.2% | -12.3% | -14.7% |
| 3M | -32.9% | -3.0% | -29.9% | -33.1% |
| 6M | -20.8% | +2.7% | -23.6% | -21.6% |
| YTD | +10.6% | -6.8% | +17.4% | +10.2% |
| 1Y | +27.1% | -5.3% | +32.3% | +25.0% |
| All | +27.1% | -4.5% | +31.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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