-14.3%
MTZ vs FICO
-57.1%
+42.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -3.2% | -12.2% | -16.0% |
| 7D | -7.4% | +0.4% | -7.8% | -7.4% |
| 30D | -23.6% | +1.7% | -25.3% | -23.0% |
| 3M | -38.3% | -33.0% | -5.3% | -42.8% |
| 6M | -60.6% | -33.9% | -26.7% | -64.1% |
| YTD | -22.9% | -58.5% | +35.6% | -30.9% |
| 1Y | -14.3% | -56.4% | +42.1% | -22.6% |
| All | -14.3% | -57.1% | +42.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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