-14.3%
MTZ vs FE
+6.1%
-20.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | 0.0% | -15.4% | -15.4% |
| 7D | -7.4% | +1.7% | -9.1% | -7.5% |
| 30D | -23.6% | +8.1% | -31.7% | -24.1% |
| 3M | -38.3% | -1.3% | -37.0% | -38.3% |
| 6M | -60.6% | +2.9% | -63.5% | -60.7% |
| YTD | -22.9% | +8.6% | -31.4% | -25.0% |
| 1Y | -14.3% | +6.3% | -20.6% | -15.2% |
| All | -14.3% | +6.1% | -20.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling