+157.9%
MTZ vs FN
+289.0%
-131.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | -36.7% | -43.0% | +6.3% | -24.0% |
| 6M | -21.9% | -27.7% | +5.8% | -15.5% |
| YTD | +9.1% | -10.5% | +19.6% | +7.7% |
| 1Y | +30.0% | +12.5% | +17.5% | +17.3% |
| 3Y | +138.5% | +153.8% | -15.3% | +56.4% |
| All | +157.9% | +289.0% | -131.1% | +40.9% |
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 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