-59.8%
MTZ vs FTV
+7.0%
-66.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.1% | +9.6% | +9.5% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -22.1% | +15.7% | -37.7% | -22.1% |
| 3M | -32.7% | +7.5% | -40.2% | -33.0% |
| 6M | -59.8% | +8.5% | -68.3% | -58.5% |
| All | -59.8% | +7.0% | -66.9% | -58.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling