+69.4%
MTZ vs FICO
+84.1%
-14.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.3% |
| 7D | -10.6% | -0.3% | -10.4% | -10.5% |
| 30D | -30.4% | +1.7% | -32.1% | -30.8% |
| 3M | -40.4% | -35.2% | -5.2% | -37.7% |
| 6M | -63.7% | -33.7% | -30.0% | -63.4% |
| YTD | -26.9% | -58.2% | +31.3% | -18.1% |
| 1Y | -20.2% | -56.6% | +36.4% | -11.8% |
| 3Y | +208.1% | -24.0% | +232.1% | +179.8% |
| 5Y | +69.4% | +86.1% | -16.7% | +17.6% |
| All | +69.4% | +84.1% | -14.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling