-55.1%
MTZ vs FFIV
-9.5%
-45.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +4.6% |
| 7D | +12.9% | -2.9% | +15.8% | +12.9% |
| 30D | -8.5% | -32.4% | +23.9% | -6.8% |
| 3M | -30.6% | -22.7% | -7.9% | -30.9% |
| 6M | -55.1% | -10.7% | -44.4% | -54.1% |
| All | -55.1% | -9.5% | -45.6% | -54.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling