+3,800.0%
FIX vs MTZ
+544.1%
+3,255.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.6% | +0.8% | +4.6% |
| 7D | -7.2% | -2.4% | -4.8% | -5.4% |
| 30D | -35.1% | -11.1% | -24.0% | -30.4% |
| 3M | -34.3% | -30.6% | -3.7% | -19.5% |
| 6M | -42.9% | -54.4% | +11.4% | -13.5% |
| YTD | +19.5% | -13.0% | +32.5% | +30.1% |
| 1Y | +16.8% | -5.7% | +22.5% | +22.5% |
| 3Y | +506.7% | +297.2% | +209.5% | +241.5% |
| 5Y | +1,046.7% | +95.9% | +950.8% | +720.3% |
| 10Y | +3,800.0% | +492.6% | +3,307.3% | +1,495.7% |
| All | +3,800.0% | +544.1% | +3,255.8% | +1,495.7% |
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