+221.8%
FXI vs MTZ
+4,417.9%
-4,196.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | +1.0% | -1.6% | +2.6% | +1.4% |
| 30D | -0.6% | -11.1% | +10.5% | +2.1% |
| 3M | +1.9% | -36.7% | +38.6% | +11.9% |
| 6M | -0.2% | -21.9% | +21.8% | +3.2% |
| YTD | -5.6% | +9.1% | -14.7% | -10.8% |
| 1Y | -4.7% | +30.0% | -34.6% | -14.5% |
| 3Y | +38.0% | +138.5% | -100.4% | 0.0% |
| 5Y | -2.7% | +158.3% | -161.0% | -33.3% |
| 10Y | +19.9% | +700.8% | -680.9% | -48.1% |
| All | +221.8% | +4,417.9% | -4,196.1% | -22.5% |
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