+27.1%
MTZ vs FLNC
+46.9%
-19.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.1% | +3.3% |
| 7D | +1.4% | -4.1% | +5.4% | +1.8% |
| 30D | -14.5% | -24.8% | +10.3% | -12.0% |
| 3M | -32.9% | -59.1% | +26.2% | -27.9% |
| 6M | -20.8% | -42.0% | +21.1% | -18.1% |
| YTD | +10.6% | -49.8% | +60.4% | +12.6% |
| 1Y | +27.1% | +43.1% | -16.0% | +14.2% |
| All | +27.1% | +46.9% | -19.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling