+5,389.6%
FLEX vs MTZ
+4,406.9%
+982.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -3.7% |
| 7D | +7.5% | +5.0% | +2.5% | +6.1% |
| 30D | -25.3% | -6.0% | -19.3% | -23.6% |
| 3M | -39.7% | -36.1% | -3.6% | -30.9% |
| 6M | -47.9% | -56.9% | +9.0% | -33.3% |
| YTD | +24.1% | -15.9% | +40.0% | +31.6% |
| 1Y | +26.0% | -3.8% | +29.8% | +28.8% |
| 3Y | +282.7% | +272.3% | +10.4% | +168.7% |
| 5Y | +424.2% | +91.1% | +333.2% | +327.8% |
| 10Y | +613.8% | +426.0% | +187.8% | +329.4% |
| All | +5,389.6% | +4,406.9% | +982.7% | +1,688.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling