+697.8%
MTZ vs FN
+900.0%
-202.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.0% |
| 7D | -1.6% | -1.7% | +0.1% | -1.0% |
| 30D | -11.1% | -22.0% | +10.9% | -3.3% |
| 3M | -36.7% | -43.0% | +6.3% | -23.6% |
| 6M | -21.9% | -27.7% | +5.8% | -15.4% |
| YTD | +9.1% | -10.5% | +19.6% | +7.7% |
| 1Y | +30.0% | +12.5% | +17.5% | +17.0% |
| 3Y | +138.5% | +153.8% | -15.3% | +50.8% |
| 5Y | +158.3% | +288.0% | -129.7% | +32.0% |
| All | +697.8% | +900.0% | -202.2% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling