+148.1%
MTZ vs FDS
-27.9%
+176.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +1.6% |
| 7D | -1.6% | -1.9% | +0.3% | -1.8% |
| 30D | -11.1% | +9.0% | -20.1% | -9.9% |
| 3M | -36.7% | +18.9% | -55.6% | -34.7% |
| 6M | -21.9% | +35.1% | -57.1% | -19.5% |
| YTD | +9.1% | +5.5% | +3.6% | +16.4% |
| 1Y | +30.0% | -16.8% | +46.8% | +48.1% |
| All | +148.1% | -27.9% | +176.0% | +184.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling