+74.8%
MTZ vs FFIV
+39.5%
+35.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.3% | +9.8% | +9.7% |
| 7D | -6.4% | -8.1% | +1.7% | -3.2% |
| 30D | -22.1% | -33.4% | +11.3% | -9.6% |
| 3M | -32.7% | -24.7% | -7.9% | -26.6% |
| 6M | -59.8% | -8.8% | -51.0% | -60.4% |
| YTD | -19.9% | +21.8% | -41.7% | -33.5% |
| 1Y | -11.5% | +25.3% | -36.8% | -27.7% |
| 3Y | +258.1% | +101.2% | +156.9% | +128.1% |
| All | +74.8% | +39.5% | +35.3% | +19.7% |
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 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