+30.0%
MTZ vs FANG
+43.7%
-13.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.0% |
| 7D | -1.6% | +0.8% | -2.4% | -1.5% |
| 30D | -11.1% | +7.6% | -18.7% | -10.5% |
| 3M | -36.7% | -1.3% | -35.4% | -36.5% |
| 6M | -21.9% | +14.7% | -36.6% | -22.1% |
| YTD | +9.1% | +34.8% | -25.7% | +7.8% |
| 1Y | +30.0% | +42.9% | -13.0% | +24.1% |
| All | +30.0% | +43.7% | -13.8% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling