+1,585.8%
MTZ vs FDS
+10,549.7%
-8,964.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +3.6% |
| 7D | +12.9% | -2.1% | +15.0% | +13.6% |
| 30D | -8.5% | +16.0% | -24.6% | -14.1% |
| 3M | -30.6% | +18.8% | -49.4% | -36.1% |
| 6M | -55.1% | +54.1% | -109.2% | -64.1% |
| YTD | -13.0% | +17.0% | -30.0% | -24.4% |
| 1Y | -4.3% | +25.5% | -29.8% | -19.6% |
| 3Y | +284.0% | -23.3% | +307.4% | +286.6% |
| 5Y | +97.7% | -22.6% | +120.3% | +94.9% |
| 10Y | +444.4% | +130.2% | +314.2% | +237.1% |
| All | +1,585.8% | +10,549.7% | -8,964.0% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling