+30.0%
MTZ vs FICO
-39.1%
+69.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -16.7% | +18.8% | -1.8% |
| 7D | -1.6% | -19.2% | +17.6% | -6.1% |
| 30D | -11.1% | -14.6% | +3.5% | -13.8% |
| 3M | -36.7% | -20.1% | -16.6% | -39.7% |
| 6M | -21.9% | -36.3% | +14.4% | -26.4% |
| YTD | +9.1% | -44.9% | +54.0% | +2.2% |
| 1Y | +30.0% | -38.6% | +68.6% | +22.9% |
| All | +30.0% | -39.1% | +69.0% | +22.9% |
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