+1,086.7%
FLEX vs MTZ
+729.4%
+357.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.3% |
| 7D | +6.4% | +2.3% | +4.1% | +5.2% |
| 30D | -5.9% | -10.3% | +4.4% | -0.7% |
| 3M | -23.5% | -31.8% | +8.4% | -8.6% |
| 6M | +83.7% | -19.2% | +102.9% | +102.5% |
| YTD | +86.5% | +10.7% | +75.8% | +77.4% |
| 1Y | +100.5% | +37.5% | +63.0% | +72.4% |
| 3Y | +469.8% | +162.4% | +307.5% | +255.6% |
| 5Y | +725.7% | +166.3% | +559.3% | +384.8% |
| 10Y | +1,086.7% | +753.2% | +333.5% | +326.2% |
| All | +1,086.7% | +729.4% | +357.4% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling