+351.3%
FERG vs MTZ
+773.6%
-422.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.2% |
| 7D | -2.6% | +1.4% | -3.9% | -2.8% |
| 30D | -8.9% | -14.5% | +5.6% | -6.9% |
| 3M | -2.0% | -32.9% | +30.9% | +2.7% |
| 6M | -3.2% | -20.8% | +17.7% | -1.2% |
| YTD | +1.5% | +10.6% | -9.1% | -1.6% |
| 1Y | +0.5% | +27.1% | -26.6% | -4.7% |
| 3Y | +50.4% | +166.1% | -115.7% | +26.0% |
| 5Y | +68.7% | +170.7% | -102.0% | +38.9% |
| All | +351.3% | +773.6% | -422.3% | +234.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling