+267.1%
MTZ vs FFIV
+102.8%
+164.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -8.7% | -4.2% | -4.5% | -7.3% |
| 30D | -15.0% | -33.9% | +18.9% | -2.7% |
| 3M | -32.6% | -22.6% | -10.0% | -28.2% |
| 6M | -56.3% | -10.4% | -46.0% | -56.9% |
| YTD | -16.8% | +24.3% | -41.1% | -32.3% |
| 1Y | -10.0% | +31.8% | -41.8% | -29.5% |
| 3Y | +267.1% | +99.5% | +167.6% | +123.2% |
| All | +267.1% | +102.8% | +164.3% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling