+39.3%
MTZ vs FND
-44.9%
+84.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.6% | +8.4% | +4.0% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | -9.6% | -23.6% | +13.9% | -8.5% |
| 3M | -31.9% | +4.3% | -36.3% | -33.3% |
| 6M | -13.8% | -20.3% | +6.5% | -12.4% |
| YTD | +13.3% | -21.3% | +34.6% | +13.0% |
| 1Y | +39.3% | -45.4% | +84.7% | +39.9% |
| All | +39.3% | -44.9% | +84.2% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling