+37.5%
MTZ vs SYY
+3.3%
+34.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.2% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -10.3% | -2.7% | -7.5% | -10.3% |
| 3M | -31.8% | +5.9% | -37.7% | -32.6% |
| 6M | -19.2% | -2.3% | -16.9% | -20.0% |
| YTD | +10.7% | +13.1% | -2.4% | +14.4% |
| 1Y | +37.5% | +3.8% | +33.8% | +36.7% |
| All | +37.5% | +3.3% | +34.2% | +36.7% |
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