-14.3%
MTZ vs FDS
+31.1%
-45.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.9% | -18.3% | -14.3% |
| 7D | -7.4% | +9.4% | -16.8% | -4.2% |
| 30D | -23.6% | +23.8% | -47.4% | -17.1% |
| 3M | -38.3% | +25.1% | -63.4% | -32.4% |
| 6M | -60.6% | +53.8% | -114.4% | -52.9% |
| YTD | -22.9% | +19.6% | -42.4% | -12.4% |
| 1Y | -14.3% | +31.6% | -45.9% | +1.7% |
| All | -14.3% | +31.1% | -45.4% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling