+312.7%
MTZ vs FND
+61.4%
+251.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -0.8% |
| 7D | +16.5% | -5.1% | +21.6% | +18.5% |
| 30D | -10.2% | +9.2% | -19.4% | -14.0% |
| 3M | -34.2% | -17.7% | -16.5% | -31.0% |
| 6M | -56.0% | +2.5% | -58.4% | -58.1% |
| YTD | -14.8% | -19.8% | +5.0% | -13.4% |
| 1Y | -7.2% | -22.7% | +15.4% | -4.6% |
| 3Y | +275.8% | -38.3% | +314.1% | +298.8% |
| 5Y | +93.5% | -63.0% | +156.5% | +134.3% |
| All | +312.7% | +61.4% | +251.3% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling