+168.3%
MTZ vs FCUV
-99.2%
+267.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -65.2% | +69.0% | +2.2% |
| 7D | +3.6% | -47.9% | +51.5% | +3.2% |
| 30D | -9.6% | +13.7% | -23.3% | -8.0% |
| 3M | -31.9% | +97.0% | -128.9% | -21.8% |
| 6M | -13.8% | -66.1% | +52.3% | +1.9% |
| YTD | +13.3% | -81.8% | +95.0% | +35.5% |
| 1Y | +39.3% | -93.3% | +132.6% | +69.9% |
| 3Y | +168.3% | -99.2% | +267.6% | +268.0% |
| All | +168.3% | -99.2% | +267.5% | +268.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling