+67.7%
FERG vs MTZ
+168.2%
-100.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.1% |
| 7D | -2.6% | +1.4% | -3.9% | -2.9% |
| 30D | -8.9% | -14.5% | +5.6% | -5.9% |
| 3M | -2.0% | -32.9% | +30.9% | +5.2% |
| 6M | -3.2% | -20.8% | +17.7% | -0.6% |
| YTD | +1.5% | +10.6% | -9.1% | -4.3% |
| 1Y | +0.5% | +27.1% | -26.6% | -8.8% |
| 3Y | +50.4% | +166.1% | -115.7% | +10.2% |
| All | +67.7% | +168.2% | -100.5% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling