+3,244.8%
MTZ vs SNY
+245.1%
+2,999.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +4.9% |
| 7D | +3.6% | -2.7% | +6.3% | +4.8% |
| 30D | -9.6% | -0.7% | -9.0% | -9.5% |
| 3M | -31.9% | -1.6% | -30.3% | -32.1% |
| 6M | -13.8% | +2.3% | -16.1% | -15.8% |
| YTD | +13.3% | -6.0% | +19.2% | +14.7% |
| 1Y | +39.3% | -2.7% | +41.9% | +38.0% |
| 3Y | +168.3% | -7.5% | +175.8% | +158.3% |
| 5Y | +166.4% | +6.7% | +159.7% | +130.2% |
| 10Y | +739.9% | +62.3% | +677.6% | +461.0% |
| All | +3,244.8% | +245.1% | +2,999.8% | +1,288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling