+10,209.8%
FISV vs MTZ
+3,109.1%
+7,100.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -4.1% |
| 7D | -6.4% | +2.3% | -8.7% | -6.6% |
| 30D | -6.8% | -10.3% | +3.5% | -5.9% |
| 3M | -10.0% | -31.8% | +21.9% | -7.3% |
| 6M | -20.6% | -19.2% | -1.4% | -20.1% |
| YTD | -27.6% | +10.7% | -38.3% | -29.7% |
| 1Y | -64.3% | +37.5% | -101.9% | -66.4% |
| 3Y | -60.0% | +162.4% | -222.3% | -65.6% |
| 5Y | -57.7% | +166.3% | -224.0% | -64.1% |
| 10Y | -3.0% | +753.2% | -756.1% | -29.0% |
| All | +10,209.8% | +3,109.1% | +7,100.8% | +5,568.8% |
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