+767.6%
MTZ vs FCUV
-98.6%
+866.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -2.3% |
| 7D | +2.3% | -63.8% | +66.0% | +1.8% |
| 30D | -10.3% | -14.7% | +4.4% | -10.0% |
| 3M | -31.8% | +65.3% | -97.1% | -28.5% |
| 6M | -19.2% | -68.5% | +49.3% | -15.1% |
| YTD | +10.7% | -83.0% | +93.8% | +16.5% |
| 1Y | +37.5% | -94.4% | +132.0% | +44.9% |
| 3Y | +162.4% | -99.3% | +261.6% | +176.3% |
| 5Y | +166.3% | -99.9% | +266.2% | +180.3% |
| All | +767.6% | -98.6% | +866.3% | +793.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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