+7.2%
SYK vs MTZ
+168.2%
-161.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.5% | +1.6% |
| 7D | -9.1% | +1.4% | -10.5% | -9.3% |
| 30D | -20.6% | -14.5% | -6.2% | -19.2% |
| 3M | -9.6% | -32.9% | +23.3% | -5.8% |
| 6M | -19.9% | -20.8% | +1.0% | -19.3% |
| YTD | -21.2% | +10.6% | -31.8% | -25.3% |
| 1Y | -28.4% | +27.1% | -55.5% | -34.1% |
| 3Y | -5.3% | +166.1% | -171.5% | -26.2% |
| All | +7.2% | +168.2% | -161.0% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling