-56.0%
MTZ vs FRMI
-60.8%
+4.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +13.8% | -16.0% | -5.2% |
| 7D | +16.5% | +34.6% | -18.2% | +8.5% |
| 30D | -10.2% | -44.6% | +34.4% | -0.5% |
| 3M | -34.2% | -72.9% | +38.7% | -15.6% |
| 6M | -56.0% | -62.3% | +6.4% | -46.1% |
| All | -56.0% | -60.8% | +4.8% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling