-14.3%
MTZ vs SYY
+8.7%
-23.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.8% | -19.2% | -14.9% |
| 7D | -7.4% | -6.3% | -1.1% | -7.4% |
| 30D | -23.6% | +0.7% | -24.3% | -23.5% |
| 3M | -38.3% | -6.4% | -31.9% | -38.2% |
| 6M | -60.6% | +7.6% | -68.2% | -61.6% |
| YTD | -22.9% | +7.4% | -30.3% | -19.9% |
| 1Y | -14.3% | +8.3% | -22.6% | -11.1% |
| All | -14.3% | +8.7% | -23.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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