+492.6%
MTZ vs FDS
+135.1%
+357.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +8.9% | +8.7% |
| 7D | -2.4% | -5.0% | +2.5% | -1.5% |
| 30D | -11.1% | +13.8% | -24.9% | -14.6% |
| 3M | -30.6% | +14.8% | -45.5% | -34.0% |
| 6M | -54.4% | +47.4% | -101.7% | -61.4% |
| YTD | -13.0% | +14.2% | -27.2% | -19.8% |
| 1Y | -5.7% | +26.6% | -32.3% | -17.8% |
| 3Y | +297.2% | -24.4% | +321.6% | +334.8% |
| 5Y | +95.9% | -22.6% | +118.5% | +106.7% |
| 10Y | +492.6% | +130.0% | +362.7% | +242.6% |
| All | +492.6% | +135.1% | +357.5% | +242.6% |
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