+126.9%
FFIV vs MTB
+122.1%
+4.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.2% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | -33.9% | +1.4% | -35.3% | -34.1% |
| 3M | -22.6% | -11.6% | -11.0% | -19.6% |
| 6M | -10.4% | +5.4% | -15.8% | -12.1% |
| YTD | +24.3% | +11.7% | +12.6% | +19.4% |
| 1Y | +31.8% | +20.5% | +11.2% | +23.6% |
| 3Y | +99.5% | +104.5% | -5.0% | +57.7% |
| 5Y | +40.7% | +65.1% | -24.3% | +16.1% |
| 10Y | +126.9% | +119.5% | +7.4% | +70.9% |
| All | +126.9% | +122.1% | +4.8% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling