+120.1%
MTZ vs FRSH
-72.1%
+192.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.4% |
| 7D | +12.9% | -8.9% | +21.8% | +14.4% |
| 30D | -8.5% | -13.2% | +4.7% | -6.6% |
| 3M | -30.6% | +0.9% | -31.5% | -31.1% |
| 6M | -55.1% | +40.3% | -95.4% | -58.4% |
| YTD | -13.0% | -1.4% | -11.6% | -14.7% |
| 1Y | -4.3% | +3.8% | -8.0% | -7.3% |
| 3Y | +284.0% | -30.8% | +314.8% | +294.6% |
| 5Y | +97.7% | -68.5% | +166.2% | +109.6% |
| All | +120.1% | -72.1% | +192.2% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling