-20.2%
MTZ vs FN
-36.4%
+16.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -14.2% | +9.1% | +0.4% |
| 7D | -10.6% | -16.0% | +5.4% | -4.9% |
| 30D | -30.4% | -40.1% | +9.7% | -15.7% |
| 3M | -40.4% | -43.9% | +3.5% | -27.0% |
| 6M | -63.7% | -55.6% | -8.0% | -52.6% |
| YTD | -26.9% | -35.7% | +8.8% | -20.7% |
| 1Y | -20.2% | -39.8% | +19.7% | -11.1% |
| All | -20.2% | -36.4% | +16.3% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling