+244.7%
MTZ vs FN
+109.9%
+134.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -6.0% | -9.4% | -13.0% |
| 7D | -7.4% | -7.0% | -0.4% | -5.1% |
| 30D | -23.6% | -24.7% | +1.1% | -15.2% |
| 3M | -38.3% | -35.7% | -2.6% | -27.9% |
| 6M | -60.6% | -52.4% | -8.2% | -49.4% |
| YTD | -22.9% | -25.0% | +2.1% | -19.9% |
| 1Y | -14.3% | -25.7% | +11.4% | -11.2% |
| All | +244.7% | +109.9% | +134.8% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling