+444.4%
MTZ vs FE
+120.9%
+323.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | -0.4% | +13.3% | +13.0% |
| 30D | -8.5% | +3.6% | -12.1% | -9.5% |
| 3M | -30.6% | +0.3% | -30.9% | -30.7% |
| 6M | -55.1% | +6.4% | -61.5% | -56.0% |
| YTD | -13.0% | +8.1% | -21.1% | -15.2% |
| 1Y | -4.3% | +4.6% | -8.9% | -5.9% |
| 3Y | +284.0% | +49.1% | +234.9% | +233.9% |
| 5Y | +97.7% | +46.1% | +51.6% | +71.8% |
| 10Y | +444.4% | +122.7% | +321.7% | +394.8% |
| All | +444.4% | +120.9% | +323.5% | +394.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling