+398.0%
MTZ vs FDS
+127.7%
+270.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | +5.0% | +1.5% | +3.5% | +4.6% |
| 30D | -6.0% | +14.8% | -20.8% | -9.9% |
| 3M | -36.1% | +16.3% | -52.4% | -39.4% |
| 6M | -56.9% | +66.2% | -123.1% | -65.0% |
| YTD | -15.9% | +16.2% | -32.1% | -22.7% |
| 1Y | -3.8% | +21.8% | -25.7% | -14.1% |
| 3Y | +272.3% | -23.9% | +296.1% | +308.2% |
| 5Y | +91.1% | -23.1% | +114.2% | +103.7% |
| All | +398.0% | +127.7% | +270.4% | +191.1% |
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