+226.9%
MTZ vs FGI
+2.3%
+224.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.1% | -5.2% |
| 7D | -10.6% | -11.6% | +1.0% | -10.5% |
| 30D | -30.4% | -3.3% | -27.1% | -30.4% |
| 3M | -40.4% | +65.6% | -106.0% | -41.7% |
| 6M | -63.7% | -2.8% | -60.9% | -64.1% |
| YTD | -26.9% | +30.1% | -57.0% | -29.2% |
| 1Y | -20.2% | +50.2% | -70.3% | -22.9% |
| All | +226.9% | +2.3% | +224.6% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling