+157.9%
MTZ vs FFIV
+91.3%
+66.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | -11.1% | -5.1% | -6.0% | -9.3% |
| 3M | -36.7% | -4.5% | -32.3% | -35.8% |
| 6M | -21.9% | +36.5% | -58.4% | -34.3% |
| YTD | +9.1% | +53.0% | -43.9% | -14.5% |
| 1Y | +30.0% | +24.2% | +5.7% | +13.0% |
| 3Y | +138.5% | +137.2% | +1.2% | +49.0% |
| All | +157.9% | +91.3% | +66.6% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling