+442.2%
MTZ vs FDS
+127.5%
+314.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -8.7% | -2.0% | -6.7% | -8.5% |
| 30D | -15.0% | +13.5% | -28.5% | -18.2% |
| 3M | -32.6% | +15.2% | -47.8% | -36.0% |
| 6M | -56.3% | +47.0% | -103.4% | -63.0% |
| YTD | -16.8% | +13.9% | -30.7% | -23.2% |
| 1Y | -10.0% | +25.2% | -35.2% | -21.1% |
| 3Y | +267.1% | -25.3% | +292.5% | +304.3% |
| 5Y | +89.9% | -23.3% | +113.2% | +101.2% |
| 10Y | +442.2% | +126.0% | +316.2% | +222.9% |
| All | +442.2% | +127.5% | +314.8% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling