+157.9%
MTZ vs FTV
+2.3%
+155.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.7% |
| 7D | -1.6% | -4.5% | +2.9% | +1.3% |
| 30D | -11.1% | -7.1% | -4.0% | -6.8% |
| 3M | -36.7% | -7.2% | -29.5% | -34.3% |
| 6M | -21.9% | -1.5% | -20.4% | -22.6% |
| YTD | +9.1% | +3.5% | +5.6% | +2.1% |
| 1Y | +30.0% | +20.3% | +9.6% | +7.4% |
| 3Y | +138.5% | -3.1% | +141.6% | +132.8% |
| All | +157.9% | +2.3% | +155.6% | +120.5% |
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