-14.3%
MTZ vs FANG
+32.3%
-46.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.9% | -10.5% | -16.0% |
| 7D | -7.4% | -11.3% | +3.9% | -9.3% |
| 30D | -23.6% | -0.7% | -23.0% | -23.4% |
| 3M | -38.3% | -4.2% | -34.2% | -38.3% |
| 6M | -60.6% | -13.5% | -47.1% | -61.4% |
| YTD | -22.9% | +23.7% | -46.6% | -16.6% |
| 1Y | -14.3% | +34.3% | -48.6% | -8.6% |
| All | -14.3% | +32.3% | -46.5% | -8.6% |
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