-6.0%
MTZ vs FFIV
+28.8%
-34.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +8.4% |
| 7D | -2.4% | -2.1% | -0.3% | -2.3% |
| 30D | -11.1% | -33.8% | +22.7% | -8.8% |
| 3M | -30.6% | -20.6% | -10.0% | -30.1% |
| 6M | -54.4% | -10.2% | -44.1% | -53.9% |
| YTD | -13.0% | +24.5% | -37.5% | -17.3% |
| All | -6.0% | +28.8% | -34.8% | -10.3% |
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