+737.1%
MTZ vs FANG
+183.1%
+554.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -4.0% |
| 7D | 0.0% | +1.2% | -1.2% | -0.5% |
| 30D | -14.8% | +2.4% | -17.2% | -15.6% |
| 3M | -30.8% | +5.1% | -35.9% | -32.5% |
| 6M | -22.6% | +16.4% | -39.1% | -27.9% |
| YTD | +6.8% | +39.0% | -32.1% | -7.2% |
| 1Y | +22.1% | +50.6% | -28.5% | +2.7% |
| 3Y | +153.1% | +46.9% | +106.2% | +109.9% |
| 5Y | +161.4% | +238.2% | -76.8% | +53.3% |
| All | +737.1% | +183.1% | +554.0% | +307.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling