+49.3%
FERG vs MTZ
+151.6%
-102.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.4% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -11.8% | -14.8% | +3.0% | -9.4% |
| 3M | -1.2% | -30.8% | +29.6% | +4.1% |
| 6M | -2.3% | -22.6% | +20.3% | +0.2% |
| YTD | +0.8% | +6.8% | -6.0% | -3.7% |
| 1Y | +0.5% | +22.1% | -21.7% | -6.9% |
| All | +49.3% | +151.6% | -102.2% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling