+428.9%
MTZ vs FND
+66.0%
+362.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.5% |
| 7D | -1.6% | -5.2% | +3.6% | +0.1% |
| 30D | -11.1% | -19.9% | +8.8% | -4.5% |
| 3M | -36.7% | +2.7% | -39.4% | -38.7% |
| 6M | -21.9% | -21.7% | -0.3% | -17.7% |
| YTD | +9.1% | -17.5% | +26.6% | +11.7% |
| 1Y | +30.0% | -39.3% | +69.3% | +47.5% |
| 3Y | +138.5% | -49.8% | +188.2% | +177.5% |
| 5Y | +158.3% | -60.1% | +218.4% | +207.2% |
| All | +428.9% | +66.0% | +362.8% | +254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling