+8,533.7%
FIX vs MTZ
+470.3%
+8,063.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.7% | +0.6% |
| 7D | -13.9% | -8.7% | -5.2% | -11.3% |
| 30D | -35.5% | -15.0% | -20.6% | -32.2% |
| 3M | -33.9% | -32.6% | -1.3% | -25.7% |
| 6M | -43.3% | -56.3% | +13.0% | -28.3% |
| YTD | +18.7% | -16.8% | +35.5% | +26.9% |
| 1Y | +13.8% | -10.0% | +23.8% | +19.5% |
| 3Y | +495.0% | +267.1% | +227.8% | +348.8% |
| 5Y | +1,049.0% | +89.9% | +959.2% | +889.0% |
| 10Y | +3,644.4% | +442.2% | +3,202.2% | +2,351.1% |
| All | +8,533.7% | +470.3% | +8,063.4% | +3,544.6% |
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 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