-32.7%
MTZ vs FND
-17.5%
-15.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +10.0% | +9.4% |
| 7D | -6.4% | +7.7% | -14.1% | -3.3% |
| 30D | -22.1% | +11.9% | -33.9% | -19.3% |
| 3M | -32.7% | -14.6% | -18.1% | -28.4% |
| All | -32.7% | -17.5% | -15.2% | -28.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling