-21.9%
MTZ vs FDS
+37.6%
-59.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +0.4% |
| 7D | -1.6% | -1.9% | +0.3% | -2.4% |
| 30D | -11.1% | +9.0% | -20.1% | -6.8% |
| 3M | -36.7% | +18.9% | -55.6% | -29.2% |
| 6M | -21.9% | +35.1% | -57.1% | -6.7% |
| All | -21.9% | +37.6% | -59.5% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling