-11.5%
MTZ vs FE
+5.1%
-16.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.4% | +11.0% | +9.6% |
| 7D | -6.4% | -1.0% | -5.4% | -6.4% |
| 30D | -22.1% | +4.1% | -26.2% | -22.4% |
| 3M | -32.7% | -1.0% | -31.7% | -32.7% |
| 6M | -59.8% | +4.0% | -63.8% | -60.1% |
| YTD | -19.9% | +6.8% | -26.7% | -22.6% |
| 1Y | -11.5% | +5.3% | -16.8% | -13.0% |
| All | -11.5% | +5.1% | -16.6% | -13.0% |
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