+3,134.4%
MTZ vs FICO
+104,095.6%
-100,961.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -16.7% | +18.8% | +5.8% |
| 7D | -1.6% | -19.2% | +17.6% | +2.6% |
| 30D | -11.1% | -14.6% | +3.5% | -8.6% |
| 3M | -36.7% | -20.1% | -16.6% | -35.2% |
| 6M | -21.9% | -36.3% | +14.4% | -17.3% |
| YTD | +9.1% | -44.9% | +54.0% | +18.8% |
| 1Y | +30.0% | -38.6% | +68.6% | +36.3% |
| 3Y | +138.5% | +4.0% | +134.5% | +118.6% |
| 5Y | +158.3% | +99.5% | +58.8% | +98.9% |
| 10Y | +700.8% | +604.7% | +96.1% | +366.0% |
| All | +3,134.4% | +104,095.6% | -100,961.1% | +1,101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling