+2.0%
FISV vs MTZ
+773.6%
-771.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.9% | +4.8% |
| 7D | -2.7% | +1.4% | -4.0% | -2.9% |
| 30D | 0.0% | -14.5% | +14.5% | +2.5% |
| 3M | -2.8% | -32.9% | +30.2% | +2.0% |
| 6M | -11.8% | -20.8% | +9.0% | -11.2% |
| YTD | -23.2% | +10.6% | -33.8% | -28.0% |
| 1Y | -62.0% | +27.1% | -89.1% | -65.8% |
| 3Y | -57.6% | +166.1% | -223.8% | -69.1% |
| 5Y | -53.4% | +170.7% | -224.1% | -67.3% |
| All | +2.0% | +773.6% | -771.6% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling