-7.2%
SYK vs MTZ
+151.6%
-158.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.7% |
| 7D | -12.3% | 0.0% | -12.3% | -12.4% |
| 30D | -22.4% | -14.8% | -7.6% | -21.6% |
| 3M | -12.3% | -30.8% | +18.5% | -10.6% |
| 6M | -24.3% | -22.6% | -1.7% | -24.3% |
| YTD | -22.8% | +6.8% | -29.6% | -25.9% |
| 1Y | -28.8% | +22.1% | -50.9% | -33.1% |
| All | -7.2% | +151.6% | -158.8% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling