+180.1%
MTZ vs FRSH
-72.4%
+252.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | +2.3% | -9.6% | +11.8% | +3.8% |
| 30D | -10.3% | -0.4% | -9.9% | -10.5% |
| 3M | -31.8% | +27.2% | -59.0% | -35.2% |
| 6M | -19.2% | +42.2% | -61.4% | -25.4% |
| YTD | +10.7% | -2.6% | +13.3% | +8.9% |
| 1Y | +37.5% | -10.2% | +47.7% | +37.2% |
| 3Y | +162.4% | -45.5% | +207.9% | +181.1% |
| All | +180.1% | -72.4% | +252.5% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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