+166.1%
MTZ vs FANG
+45.3%
+120.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +1.4% | +2.9% | -1.5% | +0.6% |
| 30D | -14.5% | +2.6% | -17.1% | -15.1% |
| 3M | -32.9% | +7.6% | -40.5% | -34.5% |
| 6M | -20.8% | +17.3% | -38.2% | -25.7% |
| YTD | +10.6% | +38.7% | -28.1% | -2.9% |
| 1Y | +27.1% | +51.6% | -24.6% | +7.2% |
| 3Y | +166.1% | +50.0% | +116.2% | +122.2% |
| All | +166.1% | +45.3% | +120.9% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling