-29.8%
SYK vs MTZ
+22.0%
-51.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -2.1% |
| 7D | -12.3% | 0.0% | -12.3% | -12.3% |
| 30D | -22.4% | -14.8% | -7.6% | -22.9% |
| 3M | -12.3% | -30.8% | +18.5% | -13.7% |
| 6M | -24.3% | -22.6% | -1.7% | -26.2% |
| YTD | -22.8% | +6.8% | -29.6% | -24.5% |
| All | -29.8% | +22.0% | -51.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling