+297.2%
MTZ vs SYY
+26.4%
+270.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +8.5% |
| 7D | -2.4% | -4.1% | +1.7% | -2.2% |
| 30D | -11.1% | +0.3% | -11.4% | -11.2% |
| 3M | -30.6% | -6.3% | -24.3% | -30.3% |
| 6M | -54.4% | +9.7% | -64.1% | -55.3% |
| YTD | -13.0% | +9.4% | -22.5% | -14.3% |
| 1Y | -5.7% | +7.3% | -13.0% | -6.9% |
| 3Y | +297.2% | +27.6% | +269.5% | +223.8% |
| All | +297.2% | +26.4% | +270.7% | +223.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling