+279.3%
MTZ vs FOXA
+96.5%
+182.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.2% |
| 7D | -8.7% | +0.4% | -9.1% | -9.1% |
| 30D | -15.0% | +7.9% | -22.9% | -18.1% |
| 3M | -32.6% | +6.7% | -39.3% | -35.1% |
| 6M | -56.3% | +7.5% | -63.9% | -59.2% |
| YTD | -16.8% | -6.9% | -9.9% | -17.3% |
| 1Y | -10.0% | +2.2% | -12.2% | -14.7% |
| 3Y | +267.1% | +131.4% | +135.7% | +121.9% |
| 5Y | +89.9% | +76.2% | +13.6% | +29.0% |
| All | +279.3% | +96.5% | +182.7% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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