+95.0%
MTZ vs FND
-63.9%
+158.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -0.7% |
| 7D | +5.0% | -6.8% | +11.8% | +6.9% |
| 30D | -6.0% | +8.0% | -14.0% | -8.9% |
| 3M | -36.1% | -18.9% | -17.2% | -33.2% |
| 6M | -56.9% | +4.7% | -61.6% | -59.0% |
| YTD | -15.9% | -21.6% | +5.7% | -14.0% |
| 1Y | -3.8% | -22.0% | +18.2% | -1.7% |
| 3Y | +272.3% | -40.4% | +312.7% | +298.0% |
| All | +95.0% | -63.9% | +158.9% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling