+156.5%
MTZ vs SYY
+26.8%
+129.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | -1.6% | -2.3% | +0.7% | -1.3% |
| 30D | -11.1% | -4.9% | -6.1% | -10.5% |
| 3M | -36.7% | +8.4% | -45.1% | -38.1% |
| 6M | -21.9% | -7.4% | -14.6% | -21.5% |
| YTD | +9.1% | +11.0% | -1.9% | +6.3% |
| 1Y | +30.0% | -0.2% | +30.2% | +29.4% |
| All | +156.5% | +26.8% | +129.7% | +104.0% |
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