+2,105.4%
FIX vs MTZ
+158.3%
+1,947.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +0.6% |
| 7D | +6.0% | -1.6% | +7.6% | +7.1% |
| 30D | -7.2% | -11.1% | +3.8% | -0.2% |
| 3M | -15.9% | -36.7% | +20.9% | +9.9% |
| 6M | +12.7% | -21.9% | +34.7% | +30.3% |
| YTD | +72.8% | +9.1% | +63.7% | +64.4% |
| 1Y | +122.9% | +30.0% | +92.9% | +93.0% |
| 3Y | +774.3% | +138.5% | +635.9% | +494.8% |
| All | +2,105.4% | +158.3% | +1,947.1% | +1,226.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling