+107.0%
MTB vs FLR
+56.0%
+51.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | +1.1% | -3.1% | +4.2% | +1.6% |
| 30D | -4.6% | +4.9% | -9.6% | -5.6% |
| 3M | +6.3% | +10.8% | -4.6% | +3.2% |
| 6M | +15.6% | +19.7% | -4.1% | +9.6% |
| YTD | +20.6% | +38.4% | -17.8% | +10.2% |
| 1Y | +22.5% | +34.7% | -12.2% | +11.8% |
| All | +107.0% | +56.0% | +51.0% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling