+4,055.8%
FDX vs MTZ
+2,420.7%
+1,635.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.6% | -5.1% | +2.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.1% |
| 30D | +9.3% | -11.1% | +20.4% | +10.4% |
| 3M | +0.5% | -30.6% | +31.1% | +4.2% |
| 6M | +5.3% | -54.4% | +59.7% | +14.1% |
| YTD | +38.6% | -13.0% | +51.6% | +38.4% |
| 1Y | +53.5% | -5.7% | +59.2% | +51.7% |
| 3Y | +74.2% | +297.2% | -222.9% | +42.5% |
| 5Y | +75.3% | +95.9% | -20.6% | +53.4% |
| 10Y | +156.3% | +492.6% | -336.4% | +94.4% |
| All | +4,055.8% | +2,420.7% | +1,635.1% | +2,430.9% |
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 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