+4,172.3%
FFIV vs MTB
+746.1%
+3,426.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.3% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | -33.8% | +2.4% | -36.2% | -34.4% |
| 3M | -20.6% | -10.5% | -10.1% | -17.1% |
| 6M | -10.2% | +6.4% | -16.7% | -12.8% |
| YTD | +24.5% | +12.8% | +11.7% | +17.8% |
| 1Y | +29.3% | +23.3% | +6.0% | +18.0% |
| 3Y | +103.8% | +108.2% | -4.5% | +48.1% |
| 5Y | +40.9% | +68.6% | -27.7% | +7.2% |
| 10Y | +126.6% | +125.3% | +1.3% | +36.8% |
| All | +4,172.3% | +746.1% | +3,426.2% | +1,203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling