+739.9%
MTZ vs FTV
+77.3%
+662.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +4.4% |
| 7D | +3.6% | -0.4% | +3.9% | +3.8% |
| 30D | -9.6% | -8.3% | -1.3% | -3.7% |
| 3M | -31.9% | -7.4% | -24.5% | -28.9% |
| 6M | -13.8% | -1.2% | -12.6% | -14.9% |
| YTD | +13.3% | +2.7% | +10.6% | +5.8% |
| 1Y | +39.3% | +18.4% | +20.8% | +15.4% |
| 3Y | +168.3% | -2.0% | +170.4% | +158.5% |
| 5Y | +166.4% | +3.4% | +163.0% | +141.3% |
| 10Y | +739.9% | +78.5% | +661.4% | +367.4% |
| All | +739.9% | +77.3% | +662.6% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling