+1,335.0%
FERG vs MTZ
+1,779.2%
-444.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.3% |
| 7D | +3.4% | +3.6% | -0.2% | +3.0% |
| 30D | -11.5% | -9.6% | -1.9% | -10.7% |
| 3M | +1.3% | -31.9% | +33.2% | +4.4% |
| 6M | -1.0% | -13.8% | +12.8% | -0.3% |
| YTD | +3.2% | +13.3% | -10.0% | +1.1% |
| 1Y | -3.0% | +39.3% | -42.2% | -7.0% |
| 3Y | +55.0% | +168.3% | -113.3% | +38.5% |
| 5Y | +72.6% | +166.4% | -93.8% | +52.9% |
| 10Y | +358.9% | +739.9% | -381.0% | +286.3% |
| All | +1,335.0% | +1,779.2% | -444.2% | +1,108.5% |
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 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