+81.1%
FDX vs MTZ
+30.9%
+50.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -2.5% | -1.6% | -0.9% | -2.3% |
| 30D | +3.8% | -11.1% | +14.9% | +5.1% |
| 3M | -1.3% | -36.7% | +35.4% | +4.2% |
| 6M | +5.0% | -21.9% | +27.0% | +6.5% |
| YTD | +39.6% | +9.1% | +30.5% | +36.0% |
| 1Y | +81.1% | +30.0% | +51.2% | +80.0% |
| All | +81.1% | +30.9% | +50.3% | +80.0% |
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 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