+166.4%
MTZ vs FOXA
+89.1%
+77.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +3.6% | -0.6% | +4.2% | +3.6% |
| 30D | -9.6% | +2.3% | -12.0% | -10.3% |
| 3M | -31.9% | -2.8% | -29.1% | -31.7% |
| 6M | -13.8% | +9.6% | -23.4% | -17.6% |
| YTD | +13.3% | -9.9% | +23.1% | +16.1% |
| 1Y | +39.3% | +5.4% | +33.9% | +33.6% |
| 3Y | +168.3% | +115.3% | +53.1% | +87.8% |
| 5Y | +166.4% | +93.1% | +73.3% | +78.6% |
| All | +166.4% | +89.1% | +77.3% | +78.6% |
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