+949.8%
MTZ vs FFIV
+5,965.2%
-5,015.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.3% | +9.8% | +9.6% |
| 7D | -6.4% | -8.1% | +1.7% | -4.6% |
| 30D | -22.1% | -33.4% | +11.3% | -15.2% |
| 3M | -32.7% | -24.7% | -7.9% | -29.0% |
| 6M | -59.8% | -8.8% | -51.0% | -59.6% |
| YTD | -19.9% | +21.8% | -41.7% | -25.2% |
| 1Y | -11.5% | +25.3% | -36.8% | -17.9% |
| 3Y | +258.1% | +101.2% | +156.9% | +198.9% |
| 5Y | +85.5% | +40.2% | +45.3% | +66.8% |
| 10Y | +492.2% | +129.0% | +363.2% | +378.1% |
| All | +949.8% | +5,965.2% | -5,015.3% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling