+74.8%
MTZ vs FN
+170.4%
-95.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +11.7% | -2.1% | +5.2% |
| 7D | -6.4% | 0.0% | -6.4% | -6.8% |
| 30D | -22.1% | -34.3% | +12.3% | -9.8% |
| 3M | -32.7% | -39.9% | +7.2% | -20.3% |
| 6M | -59.8% | -51.8% | -8.0% | -49.4% |
| YTD | -19.9% | -28.1% | +8.2% | -15.2% |
| 1Y | -11.5% | -29.1% | +17.6% | -6.4% |
| 3Y | +258.1% | +102.4% | +155.6% | +150.9% |
| All | +74.8% | +170.4% | -95.6% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling