-4.3%
MTZ vs FTV
+32.8%
-37.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +12.9% | -0.7% | +13.5% | +12.7% |
| 30D | -8.5% | +18.3% | -26.9% | -8.1% |
| 3M | -30.6% | +10.2% | -40.8% | -30.6% |
| 6M | -55.1% | +12.8% | -67.9% | -54.5% |
| YTD | -13.0% | +23.4% | -36.3% | -10.7% |
| 1Y | -4.3% | +31.4% | -35.7% | -2.3% |
| All | -4.3% | +32.8% | -37.1% | -2.3% |
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