+1,037.6%
MTZ vs FANG
+1,370.4%
-332.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.7% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | -11.1% | +7.6% | -18.7% | -13.5% |
| 3M | -36.7% | -1.3% | -35.4% | -36.9% |
| 6M | -21.9% | +14.7% | -36.6% | -26.9% |
| YTD | +9.1% | +34.8% | -25.7% | -4.2% |
| 1Y | +30.0% | +42.9% | -13.0% | +11.5% |
| 3Y | +138.5% | +43.8% | +94.7% | +99.4% |
| 5Y | +158.3% | +225.8% | -67.5% | +53.8% |
| 10Y | +700.8% | +171.9% | +528.9% | +297.2% |
| All | +1,037.6% | +1,370.4% | -332.8% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling