+267.1%
MTZ vs FGI
-3.4%
+270.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -8.7% | -4.1% | -4.6% | -8.6% |
| 30D | -15.0% | -3.4% | -11.6% | -14.9% |
| 3M | -32.6% | +61.8% | -94.4% | -34.0% |
| 6M | -56.3% | +17.0% | -73.4% | -57.1% |
| YTD | -16.8% | +31.4% | -48.2% | -19.4% |
| 1Y | -10.0% | +42.7% | -52.7% | -13.1% |
| 3Y | +267.1% | -0.1% | +267.2% | +277.1% |
| All | +267.1% | -3.4% | +270.5% | +277.1% |
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