+89.9%
MTZ vs FOXA
+76.4%
+13.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.2% |
| 7D | -8.7% | +0.4% | -9.1% | -8.9% |
| 30D | -15.0% | +7.9% | -22.9% | -16.8% |
| 3M | -32.6% | +6.7% | -39.3% | -34.1% |
| 6M | -56.3% | +7.5% | -63.9% | -57.9% |
| YTD | -16.8% | -6.9% | -9.9% | -15.7% |
| 1Y | -10.0% | +2.2% | -12.2% | -12.2% |
| 3Y | +267.1% | +131.4% | +135.7% | +148.4% |
| 5Y | +89.9% | +76.2% | +13.6% | +41.0% |
| All | +89.9% | +76.4% | +13.5% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling