-2.3%
FERG vs MTZ
+30.9%
-33.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.0% |
| 7D | 0.0% | -1.6% | +1.5% | +0.2% |
| 30D | -10.2% | -11.1% | +0.9% | -9.0% |
| 3M | -0.6% | -36.7% | +36.1% | +5.6% |
| 6M | -6.5% | -21.9% | +15.4% | -6.0% |
| YTD | +4.2% | +9.1% | -4.9% | -1.9% |
| 1Y | -2.3% | +30.0% | -32.2% | -9.1% |
| All | -2.3% | +30.9% | -33.1% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling