+170.1%
MTB vs FLR
+19.7%
+150.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | 0.0% | -3.5% | +3.5% | +0.7% |
| 30D | -4.8% | +4.2% | -9.0% | -5.7% |
| 3M | +6.0% | +8.1% | -2.1% | +3.3% |
| 6M | +19.6% | +21.5% | -1.9% | +12.9% |
| YTD | +21.5% | +36.8% | -15.3% | +11.5% |
| 1Y | +24.7% | +31.2% | -6.5% | +14.8% |
| 3Y | +108.6% | +53.9% | +54.7% | +79.0% |
| 5Y | +106.7% | +243.0% | -136.3% | +46.2% |
| All | +170.1% | +19.7% | +150.4% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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