+2,478.0%
MTZ vs SYY
+4,395.2%
-1,917.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +7.9% |
| 7D | -2.4% | -4.1% | +1.7% | -1.3% |
| 30D | -11.1% | +0.3% | -11.4% | -11.8% |
| 3M | -30.6% | -6.3% | -24.3% | -29.5% |
| 6M | -54.4% | +9.7% | -64.1% | -56.6% |
| YTD | -13.0% | +9.4% | -22.5% | -18.0% |
| 1Y | -5.7% | +7.3% | -13.0% | -10.6% |
| 3Y | +297.2% | +27.6% | +269.5% | +245.4% |
| 5Y | +95.9% | +12.5% | +83.3% | +77.9% |
| 10Y | +492.6% | +87.4% | +405.2% | +337.9% |
| All | +2,478.0% | +4,395.2% | -1,917.3% | +894.2% |
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