+4,087.3%
FDX vs MTZ
+3,062.5%
+1,024.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 6M | +5.0% | -21.9% | +27.0% | +7.1% |
| YTD | +39.6% | +9.1% | +30.5% | +36.6% |
| 1Y | +81.1% | +30.0% | +51.2% | +73.0% |
| 3Y | +63.0% | +138.5% | -75.4% | +41.9% |
| 5Y | +65.6% | +158.3% | -92.7% | +41.0% |
| 10Y | +183.4% | +700.8% | -517.4% | +108.8% |
| All | +4,087.3% | +3,062.5% | +1,024.8% | +2,397.1% |
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 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