+62.9%
FDX vs MTZ
+162.0%
-99.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -1.2% |
| 7D | -2.3% | +2.3% | -4.6% | -2.8% |
| 30D | -4.9% | -10.3% | +5.4% | -3.2% |
| 3M | -6.5% | -31.8% | +25.4% | -0.8% |
| 6M | +6.7% | -19.2% | +25.8% | +8.8% |
| YTD | +33.9% | +10.7% | +23.1% | +27.9% |
| 1Y | +72.2% | +37.5% | +34.6% | +56.7% |
| 3Y | +60.2% | +162.4% | -102.1% | +24.6% |
| 5Y | +62.9% | +166.3% | -103.4% | +18.9% |
| All | +62.9% | +162.0% | -99.1% | +18.9% |
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