+448.9%
MTZ vs FND
+58.4%
+390.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.6% | +8.4% | +5.3% |
| 7D | +3.6% | +0.4% | +3.2% | +3.3% |
| 30D | -9.6% | -23.6% | +13.9% | -1.5% |
| 3M | -31.9% | +4.3% | -36.3% | -34.5% |
| 6M | -13.8% | -20.3% | +6.5% | -9.9% |
| YTD | +13.3% | -21.3% | +34.6% | +17.6% |
| 1Y | +39.3% | -45.4% | +84.7% | +64.1% |
| 3Y | +168.3% | -48.9% | +217.2% | +209.4% |
| 5Y | +166.4% | -61.0% | +227.4% | +218.6% |
| All | +448.9% | +58.4% | +390.5% | +273.5% |
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