+161.4%
MTZ vs FANG
+228.0%
-66.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.9% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | -14.8% | +2.4% | -17.2% | -15.4% |
| 3M | -30.8% | +5.1% | -35.9% | -32.2% |
| 6M | -22.6% | +16.4% | -39.1% | -27.3% |
| YTD | +6.8% | +39.0% | -32.1% | -6.0% |
| 1Y | +22.1% | +50.6% | -28.5% | +4.2% |
| 3Y | +153.1% | +46.9% | +106.2% | +112.9% |
| 5Y | +161.4% | +238.2% | -76.8% | +60.4% |
| All | +161.4% | +228.0% | -66.6% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling