-83.2%
FIG vs MTZ
-4.1%
-79.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.7% |
| 7D | +3.4% | +5.0% | -1.6% | +4.1% |
| 30D | -9.5% | -6.0% | -3.4% | -10.4% |
| 3M | -26.2% | -36.1% | +9.9% | -31.1% |
| 6M | +2.7% | -56.9% | +59.6% | -7.1% |
| YTD | -48.0% | -15.9% | -32.0% | -59.3% |
| 1Y | -52.0% | -3.8% | -48.2% | -64.2% |
| All | -83.2% | -4.1% | -79.1% | -86.6% |
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 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