+95.0%
MTZ vs FDS
-23.2%
+118.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.2% |
| 7D | +5.0% | +1.5% | +3.5% | +5.0% |
| 30D | -6.0% | +14.8% | -20.8% | -6.0% |
| 3M | -36.1% | +16.3% | -52.4% | -36.1% |
| 6M | -56.9% | +66.2% | -123.1% | -58.7% |
| YTD | -15.9% | +16.2% | -32.1% | -13.6% |
| 1Y | -3.8% | +21.8% | -25.7% | -2.9% |
| 3Y | +272.3% | -23.9% | +296.1% | +336.0% |
| All | +95.0% | -23.2% | +118.2% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling