+718.6%
MTZ vs FE
+566.1%
+152.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.1% |
| 7D | -10.6% | +0.6% | -11.2% | -10.8% |
| 30D | -30.4% | +6.4% | -36.8% | -31.9% |
| 3M | -40.4% | -0.5% | -39.9% | -40.4% |
| 6M | -63.7% | +4.7% | -68.4% | -64.3% |
| YTD | -26.9% | +8.4% | -35.2% | -29.1% |
| 1Y | -20.2% | +7.2% | -27.4% | -22.4% |
| 3Y | +208.1% | +44.9% | +163.3% | +166.6% |
| 5Y | +69.4% | +46.3% | +23.1% | +44.7% |
| 10Y | +440.6% | +110.3% | +330.4% | +291.3% |
| All | +718.6% | +566.1% | +152.5% | +417.1% |
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