+22,282.0%
SYK vs MTZ
+2,996.0%
+19,286.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.6% |
| 7D | -12.3% | 0.0% | -12.3% | -12.4% |
| 30D | -22.4% | -14.8% | -7.6% | -21.5% |
| 3M | -12.3% | -30.8% | +18.5% | -10.2% |
| 6M | -24.3% | -22.6% | -1.7% | -23.4% |
| YTD | -22.8% | +6.8% | -29.6% | -24.2% |
| 1Y | -28.8% | +22.1% | -50.9% | -31.0% |
| 3Y | -4.0% | +153.1% | -157.1% | -14.2% |
| 5Y | +3.8% | +161.4% | -157.6% | -8.3% |
| 10Y | +172.8% | +723.1% | -550.3% | +116.3% |
| All | +22,282.0% | +2,996.0% | +19,286.0% | +15,021.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling