+1,121.6%
MTZ vs FE
+561.4%
+560.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | -1.6% | +1.9% | -3.5% | -2.2% |
| 30D | -11.1% | -1.2% | -9.9% | -10.7% |
| 3M | -36.7% | +3.5% | -40.2% | -37.6% |
| 6M | -21.9% | -6.1% | -15.9% | -20.6% |
| YTD | +9.1% | +7.6% | +1.5% | +6.1% |
| 1Y | +30.0% | +11.9% | +18.0% | +24.5% |
| 3Y | +138.5% | +48.4% | +90.0% | +104.5% |
| 5Y | +158.3% | +44.8% | +113.6% | +121.7% |
| 10Y | +700.8% | +115.9% | +584.9% | +474.3% |
| All | +1,121.6% | +561.4% | +560.1% | +674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling