-12.0%
MTZ vs FRMI
-92.8%
+80.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +17.5% | -12.9% | +2.0% |
| 7D | +12.9% | -0.5% | +13.4% | +12.6% |
| 30D | -8.5% | -44.3% | +35.8% | -1.9% |
| 3M | -30.6% | -74.6% | +44.0% | -17.8% |
| 6M | -55.1% | -66.3% | +11.2% | -48.6% |
| YTD | -13.0% | -77.4% | +64.4% | +1.3% |
| 1Y | -4.3% | -91.7% | +87.5% | +18.5% |
| All | -12.0% | -92.8% | +80.8% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling