+92.6%
FFIV vs MTB
+102.5%
-9.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.5% | +2.8% | -4.3% | -2.4% |
| 30D | -2.7% | -4.2% | +1.5% | -1.3% |
| 3M | -1.7% | +7.8% | -9.5% | -4.2% |
| 6M | +36.1% | +14.8% | +21.3% | +29.5% |
| YTD | +52.6% | +20.8% | +31.9% | +42.7% |
| 1Y | +21.5% | +23.1% | -1.6% | +12.8% |
| 3Y | +142.7% | +114.8% | +27.9% | +88.5% |
| 5Y | +92.6% | +103.3% | -10.7% | +49.5% |
| All | +92.6% | +102.5% | -9.9% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling