+69.4%
MTZ vs FN
+148.3%
-78.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -14.2% | +9.1% | +0.1% |
| 7D | -10.6% | -16.0% | +5.4% | -5.3% |
| 30D | -30.4% | -40.1% | +9.7% | -16.7% |
| 3M | -40.4% | -43.9% | +3.5% | -27.7% |
| 6M | -63.7% | -55.6% | -8.0% | -52.9% |
| YTD | -26.9% | -35.7% | +8.8% | -19.4% |
| 1Y | -20.2% | -39.8% | +19.7% | -10.4% |
| 3Y | +208.1% | +80.3% | +127.9% | +125.5% |
| 5Y | +69.4% | +143.3% | -73.9% | +2.6% |
| All | +69.4% | +148.3% | -78.9% | +2.6% |
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