+397.5%
MTZ vs FOXA
+90.8%
+306.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +3.5% |
| 7D | -1.6% | -4.0% | +2.4% | 0.0% |
| 30D | -11.1% | +12.0% | -23.1% | -15.5% |
| 3M | -36.7% | +0.3% | -37.0% | -38.2% |
| 6M | -21.9% | +12.5% | -34.4% | -28.4% |
| YTD | +9.1% | -9.6% | +18.8% | +10.7% |
| 1Y | +30.0% | +8.6% | +21.4% | +19.4% |
| 3Y | +138.5% | +118.5% | +19.9% | +49.3% |
| 5Y | +158.3% | +88.8% | +69.6% | +68.8% |
| All | +397.5% | +90.8% | +306.6% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling