+103.9%
MTZ vs FLNC
-86.0%
+189.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +5.0% | -11.2% | +16.2% | +6.9% |
| 30D | -6.0% | -24.6% | +18.6% | -2.7% |
| 3M | -36.1% | -64.6% | +28.5% | -26.2% |
| 6M | -56.9% | -78.8% | +22.0% | -47.7% |
| YTD | -15.9% | -76.3% | +60.4% | -4.5% |
| 1Y | -3.8% | -71.2% | +67.4% | +5.0% |
| 3Y | +272.3% | -71.9% | +344.2% | +253.6% |
| 5Y | +91.1% | -87.5% | +178.6% | +95.5% |
| All | +103.9% | -86.0% | +189.9% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling