-21.9%
MTZ vs FCUV
-10.7%
-11.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.7% | +15.8% | +1.6% |
| 7D | -1.6% | +62.8% | -64.4% | +0.5% |
| 30D | -11.1% | +66.5% | -77.6% | -8.3% |
| 3M | -36.7% | +459.9% | -496.7% | -20.4% |
| 6M | -21.9% | -12.4% | -9.6% | +1.5% |
| All | -21.9% | -10.7% | -11.2% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling