-14.3%
MTZ vs FFIV
+33.5%
-47.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -0.4% | -15.0% | -15.4% |
| 7D | -7.4% | -9.8% | +2.4% | -7.0% |
| 30D | -23.6% | -28.1% | +4.5% | -22.2% |
| 3M | -38.3% | -20.0% | -18.3% | -37.9% |
| 6M | -60.6% | -0.1% | -60.5% | -60.5% |
| YTD | -22.9% | +29.2% | -52.1% | -26.6% |
| 1Y | -14.3% | +36.6% | -50.9% | -18.5% |
| All | -14.3% | +33.5% | -47.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling