+492.6%
MTZ vs FFIV
+132.4%
+360.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +7.5% |
| 7D | -2.4% | -2.1% | -0.3% | -1.3% |
| 30D | -11.1% | -33.8% | +22.7% | +6.8% |
| 3M | -30.6% | -20.6% | -10.0% | -24.8% |
| 6M | -54.4% | -10.2% | -44.1% | -54.2% |
| YTD | -13.0% | +24.5% | -37.5% | -28.9% |
| 1Y | -5.7% | +29.3% | -35.0% | -24.8% |
| 3Y | +297.2% | +103.8% | +193.4% | +141.1% |
| 5Y | +95.9% | +40.9% | +55.0% | +42.1% |
| 10Y | +492.6% | +126.6% | +366.0% | +186.7% |
| All | +492.6% | +132.4% | +360.2% | +186.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling