+74.2%
FDX vs MTZ
+272.1%
-197.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.6% | -5.1% | +2.3% |
| 7D | +0.2% | -2.4% | +2.6% | +0.1% |
| 30D | +9.3% | -11.1% | +20.4% | +10.7% |
| 3M | +0.5% | -30.6% | +31.1% | +5.5% |
| 6M | +5.3% | -54.4% | +59.7% | +18.1% |
| YTD | +38.6% | -13.0% | +51.6% | +36.4% |
| 1Y | +53.5% | -5.7% | +59.2% | +48.6% |
| 3Y | +74.2% | +297.2% | -222.9% | +22.0% |
| All | +74.2% | +272.1% | -197.9% | +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 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