+155.7%
FDX vs MTZ
+465.6%
-309.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | -0.2% |
| 7D | -2.1% | +12.9% | -14.9% | -5.3% |
| 30D | +10.4% | -8.5% | +18.9% | +11.8% |
| 3M | +0.5% | -30.6% | +31.1% | +8.7% |
| 6M | +6.5% | -55.1% | +61.6% | +27.3% |
| YTD | +40.2% | -13.0% | +53.2% | +37.8% |
| 1Y | +52.1% | -4.3% | +56.4% | +45.1% |
| 3Y | +72.8% | +284.0% | -211.2% | +2.8% |
| 5Y | +76.3% | +97.7% | -21.4% | +22.5% |
| 10Y | +155.7% | +444.4% | -288.7% | +17.1% |
| All | +155.7% | +465.6% | -309.8% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling