+157.1%
MTZ vs SNY
-9.7%
+166.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | 0.0% | -3.6% | +3.6% | 0.0% |
| 30D | -14.8% | -1.9% | -12.9% | -14.9% |
| 3M | -30.8% | -2.0% | -28.9% | -30.9% |
| 6M | -22.6% | +2.5% | -25.2% | -22.9% |
| YTD | +6.8% | -7.0% | +13.8% | +6.9% |
| 1Y | +22.1% | -4.4% | +26.5% | +21.9% |
| All | +157.1% | -9.7% | +166.8% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling