-49.4%
FIX vs MTZ
-60.2%
+10.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.5% | -4.1% | -0.9% |
| 7D | -17.5% | -6.4% | -11.0% | -13.3% |
| 30D | -41.6% | -22.1% | -19.5% | -31.4% |
| 3M | -40.6% | -32.7% | -7.9% | -23.6% |
| 6M | -49.4% | -59.8% | +10.4% | -7.4% |
| All | -49.4% | -60.2% | +10.9% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling