+861.1%
MTZ vs FCUV
-87.2%
+948.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.7% | +15.8% | +2.0% |
| 7D | -1.6% | +62.8% | -64.4% | -1.2% |
| 30D | -11.1% | +66.5% | -77.6% | -10.5% |
| 3M | -36.7% | +459.9% | -496.7% | -33.6% |
| 6M | -21.9% | -12.4% | -9.6% | -18.0% |
| YTD | +9.1% | -47.5% | +56.6% | +14.8% |
| 1Y | +30.0% | -80.5% | +110.5% | +36.9% |
| 3Y | +138.5% | -97.6% | +236.1% | +151.0% |
| 5Y | +158.3% | -99.5% | +257.9% | +171.9% |
| 10Y | +700.8% | -95.8% | +796.5% | +749.9% |
| All | +861.1% | -87.2% | +948.3% | +909.8% |
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