-14.3%
MTZ vs FRMI
-93.1%
+78.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -10.6% | -4.8% | -13.7% |
| 7D | -7.4% | -39.7% | +32.3% | -0.3% |
| 30D | -23.6% | -55.2% | +31.6% | -14.3% |
| 3M | -38.3% | -71.2% | +32.8% | -26.7% |
| 6M | -60.6% | -64.1% | +3.5% | -54.5% |
| YTD | -22.9% | -77.2% | +54.4% | -8.6% |
| 1Y | -14.3% | -93.2% | +78.9% | +22.4% |
| All | -14.3% | -93.1% | +78.9% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling