-11.5%
MTZ vs FFIV
+26.7%
-38.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.3% | +9.8% | +9.6% |
| 7D | -6.4% | -8.1% | +1.7% | -6.0% |
| 30D | -22.1% | -33.4% | +11.3% | -20.2% |
| 3M | -32.7% | -24.7% | -7.9% | -32.0% |
| 6M | -59.8% | -8.8% | -51.0% | -59.4% |
| YTD | -19.9% | +21.8% | -41.7% | -23.4% |
| 1Y | -11.5% | +25.3% | -36.8% | -15.0% |
| All | -11.5% | +26.7% | -38.2% | -15.0% |
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