-15.9%
MTZ vs FRMI
-93.9%
+78.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -3.3% |
| 7D | -8.7% | -24.3% | +15.6% | -4.9% |
| 30D | -15.0% | -55.1% | +40.1% | -5.7% |
| 3M | -32.6% | -73.8% | +41.2% | -20.3% |
| 6M | -56.3% | -70.6% | +14.2% | -48.9% |
| YTD | -16.8% | -80.8% | +63.9% | -0.7% |
| 1Y | -10.0% | -93.9% | +83.9% | +14.6% |
| All | -15.9% | -93.9% | +78.0% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling