-32.6%
MTZ vs FRMI
-74.9%
+42.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -2.8% |
| 7D | -8.7% | -24.3% | +15.6% | -4.0% |
| 30D | -15.0% | -55.1% | +40.1% | -4.0% |
| 3M | -32.6% | -73.8% | +41.2% | -17.3% |
| All | -32.6% | -74.9% | +42.3% | -17.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling