+692.0%
MTB vs FLR
+513.8%
+178.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +1.5% | +5.4% | -3.8% | +0.2% |
| 30D | +2.3% | +2.8% | -0.5% | +1.3% |
| 3M | -12.1% | -6.4% | -5.7% | -11.2% |
| 6M | +9.8% | +8.8% | +1.0% | +5.4% |
| YTD | +12.0% | +23.6% | -11.6% | +2.8% |
| 1Y | +22.0% | +13.8% | +8.2% | +14.3% |
| 3Y | +107.6% | +36.5% | +71.1% | +76.3% |
| 5Y | +61.9% | +119.3% | -57.5% | +17.2% |
| 10Y | +116.3% | +8.0% | +108.3% | +60.4% |
| All | +692.0% | +513.8% | +178.2% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling