+14.5%
MTZ vs FRMI
-77.3%
+91.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.5% | -7.7% | +2.3% |
| 7D | +3.6% | +23.3% | -19.8% | +0.7% |
| 30D | -9.6% | -7.6% | -2.0% | -9.4% |
| 3M | -31.9% | +0.2% | -32.1% | -32.1% |
| 6M | -13.8% | -28.7% | +14.9% | -12.3% |
| YTD | +13.3% | -28.6% | +41.9% | +14.0% |
| All | +14.5% | -77.3% | +91.8% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling