+739.9%
MTZ vs FLR
+18.9%
+721.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.5% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | -9.6% | -0.7% | -9.0% | -9.6% |
| 3M | -31.9% | +14.3% | -46.3% | -35.0% |
| 6M | -13.8% | +25.6% | -39.4% | -20.9% |
| YTD | +13.3% | +42.9% | -29.6% | -0.8% |
| 1Y | +39.3% | +38.7% | +0.5% | +23.0% |
| 3Y | +168.3% | +61.8% | +106.6% | +121.4% |
| 5Y | +166.4% | +254.1% | -87.7% | +63.7% |
| 10Y | +739.9% | +20.0% | +719.9% | +409.3% |
| All | +739.9% | +18.9% | +721.1% | +409.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling