+30.0%
MTZ vs FE
+11.4%
+18.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | -1.6% | +1.9% | -3.5% | -1.7% |
| 30D | -11.1% | -1.2% | -9.9% | -11.0% |
| 3M | -36.7% | +3.5% | -40.2% | -36.9% |
| 6M | -21.9% | -6.1% | -15.9% | -20.4% |
| YTD | +9.1% | +7.6% | +1.5% | +8.7% |
| 1Y | +30.0% | +11.9% | +18.0% | +30.7% |
| All | +30.0% | +11.4% | +18.5% | +30.7% |
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