+176.0%
MTZ vs FRSH
-70.6%
+246.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.7% | +6.8% | +2.8% |
| 7D | -1.6% | -8.2% | +6.6% | -0.3% |
| 30D | -11.1% | +10.5% | -21.6% | -12.7% |
| 3M | -36.7% | +32.7% | -69.4% | -40.2% |
| 6M | -21.9% | +50.3% | -72.2% | -28.5% |
| YTD | +9.1% | +3.9% | +5.2% | +6.3% |
| 1Y | +30.0% | -2.2% | +32.1% | +27.8% |
| 3Y | +138.5% | -42.9% | +181.4% | +153.7% |
| All | +176.0% | -70.6% | +246.6% | +190.7% |
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