+7,917.6%
FLEX vs MTZ
+5,748.5%
+2,169.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.9% |
| 7D | -0.9% | -1.6% | +0.7% | -0.4% |
| 30D | -10.1% | -11.1% | +0.9% | -7.1% |
| 3M | -31.3% | -36.7% | +5.4% | -21.8% |
| 6M | +71.3% | -21.9% | +93.2% | +84.1% |
| YTD | +81.2% | +9.1% | +72.1% | +77.4% |
| 1Y | +98.5% | +30.0% | +68.5% | +85.1% |
| 3Y | +428.2% | +138.5% | +289.8% | +310.1% |
| 5Y | +657.3% | +158.3% | +498.9% | +463.1% |
| 10Y | +995.9% | +700.8% | +295.1% | +483.4% |
| All | +7,917.6% | +5,748.5% | +2,169.1% | +2,310.0% |
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