+39.3%
MTZ vs FTV
+19.1%
+20.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +3.8% |
| 7D | +3.6% | -0.4% | +3.9% | +3.6% |
| 30D | -9.6% | -8.3% | -1.3% | -9.3% |
| 3M | -31.9% | -7.4% | -24.5% | -31.2% |
| 6M | -13.8% | -1.2% | -12.6% | -13.7% |
| YTD | +13.3% | +2.7% | +10.6% | +13.4% |
| 1Y | +39.3% | +18.4% | +20.8% | +28.6% |
| All | +39.3% | +19.1% | +20.1% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling