+729.9%
MTZ vs FTV
+124.8%
+605.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +5.9% | +6.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.9% |
| 30D | -11.1% | +17.2% | -28.3% | -21.2% |
| 3M | -30.6% | +8.9% | -39.5% | -35.2% |
| 6M | -54.4% | +11.3% | -65.6% | -58.7% |
| YTD | -13.0% | +21.9% | -35.0% | -28.8% |
| 1Y | -5.7% | +31.6% | -37.2% | -27.5% |
| 3Y | +297.2% | +38.1% | +259.1% | +192.7% |
| 5Y | +95.9% | +15.7% | +80.2% | +63.9% |
| 10Y | +492.6% | +107.5% | +385.2% | +215.6% |
| All | +729.9% | +124.8% | +605.1% | +331.9% |
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 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