+5,150.0%
FFIV vs MTB
+811.1%
+4,338.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.7% |
| 30D | -5.1% | -4.2% | -0.9% | -3.5% |
| 3M | -4.5% | +8.9% | -13.3% | -7.9% |
| 6M | +36.5% | +10.9% | +25.6% | +30.2% |
| YTD | +53.0% | +21.5% | +31.5% | +40.6% |
| 1Y | +24.2% | +21.9% | +2.3% | +14.0% |
| 3Y | +137.2% | +109.2% | +28.0% | +71.4% |
| 5Y | +91.8% | +102.0% | -10.2% | +35.0% |
| 10Y | +215.2% | +171.9% | +43.2% | +75.3% |
| All | +5,150.0% | +811.1% | +4,338.9% | +1,455.1% |
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