+95.0%
MTZ vs FTV
+17.3%
+77.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +5.0% | +3.9% | +1.1% | +2.6% |
| 30D | -6.0% | +18.7% | -24.7% | -15.9% |
| 3M | -36.1% | +10.0% | -46.1% | -40.1% |
| 6M | -56.9% | +14.6% | -71.4% | -61.1% |
| YTD | -15.9% | +23.4% | -39.3% | -30.0% |
| 1Y | -3.8% | +31.3% | -35.1% | -24.0% |
| 3Y | +272.3% | +39.8% | +232.5% | +179.6% |
| All | +95.0% | +17.3% | +77.6% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling