+1,451.4%
MTZ vs FDS
+10,327.4%
-8,876.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.7% | +13.2% | +10.9% |
| 7D | -6.4% | -0.5% | -5.9% | -6.6% |
| 30D | -22.1% | +20.2% | -42.3% | -27.8% |
| 3M | -32.7% | +19.9% | -52.5% | -38.3% |
| 6M | -59.8% | +56.2% | -116.0% | -68.2% |
| YTD | -19.9% | +14.6% | -34.5% | -29.9% |
| 1Y | -11.5% | +31.6% | -43.1% | -27.3% |
| 3Y | +258.1% | -23.8% | +281.9% | +260.9% |
| 5Y | +85.5% | -22.6% | +108.1% | +82.6% |
| 10Y | +492.2% | +139.3% | +352.8% | +261.0% |
| All | +1,451.4% | +10,327.4% | -8,876.1% | +214.3% |
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