+754.0%
MTB vs FLR
+609.6%
+144.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | -4.2% | -0.7% | -3.5% | -4.3% |
| 3M | +7.8% | +14.3% | -6.5% | +2.9% |
| 6M | +14.8% | +25.6% | -10.8% | +6.0% |
| YTD | +20.8% | +42.9% | -22.1% | +7.4% |
| 1Y | +23.1% | +38.7% | -15.6% | +9.5% |
| 3Y | +114.8% | +61.8% | +53.1% | +75.4% |
| 5Y | +103.3% | +254.1% | -150.8% | +29.8% |
| 10Y | +173.0% | +20.0% | +152.9% | +97.3% |
| All | +754.0% | +609.6% | +144.4% | +320.1% |
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