+3,134.4%
MTZ vs SYY
+4,458.5%
-1,324.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.6% |
| 7D | -1.6% | -2.3% | +0.7% | -0.7% |
| 30D | -11.1% | -4.9% | -6.1% | -9.4% |
| 3M | -36.7% | +8.4% | -45.1% | -39.0% |
| 6M | -21.9% | -7.4% | -14.6% | -20.7% |
| YTD | +9.1% | +11.0% | -1.9% | +3.1% |
| 1Y | +30.0% | -0.2% | +30.2% | +27.5% |
| 3Y | +138.5% | +23.8% | +114.7% | +112.0% |
| 5Y | +158.3% | +18.1% | +140.2% | +132.2% |
| 10Y | +700.8% | +94.6% | +606.2% | +488.1% |
| All | +3,134.4% | +4,458.5% | -1,324.1% | +1,151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling