+941.2%
MTZ vs FTV
+90.8%
+850.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.8% |
| 7D | -1.6% | -4.5% | +2.9% | +1.7% |
| 30D | -11.1% | -7.1% | -4.0% | -6.2% |
| 3M | -36.7% | -7.2% | -29.5% | -34.0% |
| 6M | -21.9% | -1.5% | -20.4% | -22.7% |
| YTD | +9.1% | +3.5% | +5.6% | +1.5% |
| 1Y | +30.0% | +20.3% | +9.6% | +6.6% |
| 3Y | +138.5% | -3.1% | +141.6% | +132.2% |
| 5Y | +158.3% | +2.3% | +156.0% | +136.6% |
| 10Y | +700.8% | +76.3% | +624.5% | +380.1% |
| All | +941.2% | +90.8% | +850.4% | +515.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling