+650.0%
MTZ vs FCUV
-97.7%
+747.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.2% |
| 7D | +16.5% | +2.4% | +14.1% | +16.5% |
| 30D | -10.2% | -25.9% | +15.7% | -10.4% |
| 3M | -34.2% | -44.8% | +10.6% | -34.1% |
| 6M | -56.0% | -3.5% | -52.5% | -54.3% |
| YTD | -14.8% | -90.7% | +75.9% | -11.3% |
| 1Y | -7.2% | -97.9% | +90.6% | -3.1% |
| 3Y | +275.8% | -99.5% | +375.3% | +292.0% |
| 5Y | +93.5% | -99.9% | +193.4% | +101.9% |
| 10Y | +432.7% | -99.3% | +531.9% | +460.2% |
| All | +650.0% | -97.7% | +747.8% | +680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling