+501.4%
MTZ vs FN
+753.0%
-251.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +11.7% | -2.1% | +5.1% |
| 7D | -6.4% | 0.0% | -6.4% | -6.8% |
| 30D | -22.1% | -34.3% | +12.3% | -9.7% |
| 3M | -32.7% | -39.9% | +7.2% | -20.1% |
| 6M | -59.8% | -51.8% | -8.0% | -49.2% |
| YTD | -19.9% | -28.1% | +8.2% | -15.2% |
| 1Y | -11.5% | -29.1% | +17.6% | -6.3% |
| 3Y | +258.1% | +102.4% | +155.6% | +142.6% |
| 5Y | +85.5% | +171.7% | -86.1% | +6.9% |
| All | +501.4% | +753.0% | -251.6% | +131.0% |
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