-79.1%
FIG vs MTZ
+24.5%
-103.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.0% |
| 7D | -16.3% | -1.6% | -14.7% | -16.5% |
| 30D | -14.3% | -11.1% | -3.2% | -15.9% |
| 3M | +7.2% | -36.7% | +43.9% | +0.5% |
| 6M | -18.6% | -21.9% | +3.3% | -27.7% |
| YTD | -35.5% | +9.1% | -44.6% | -47.6% |
| 1Y | -55.8% | +30.0% | -85.8% | -63.6% |
| All | -79.1% | +24.5% | -103.6% | -82.8% |
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