+166.4%
MTZ vs SYY
+18.1%
+148.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +3.6% | -2.8% | +6.3% | +4.5% |
| 30D | -9.6% | -5.3% | -4.4% | -8.1% |
| 3M | -31.9% | +5.1% | -37.0% | -33.7% |
| 6M | -13.8% | -5.0% | -8.8% | -13.3% |
| YTD | +13.3% | +10.7% | +2.6% | +7.1% |
| 1Y | +39.3% | +0.7% | +38.6% | +36.5% |
| 3Y | +168.3% | +24.0% | +144.3% | +130.3% |
| 5Y | +166.4% | +19.3% | +147.1% | +125.3% |
| All | +166.4% | +18.1% | +148.3% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling