+398.0%
MTZ vs FLR
+7.4%
+390.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +5.0% | +5.4% | -0.4% | +3.2% |
| 30D | -6.0% | +2.8% | -8.8% | -6.8% |
| 3M | -36.1% | -6.4% | -29.7% | -34.7% |
| 6M | -56.9% | +8.8% | -65.6% | -58.1% |
| YTD | -15.9% | +23.6% | -39.5% | -22.5% |
| 1Y | -3.8% | +13.8% | -17.6% | -8.8% |
| 3Y | +272.3% | +36.5% | +235.8% | +225.7% |
| 5Y | +91.1% | +119.3% | -28.3% | +38.1% |
| All | +398.0% | +7.4% | +390.7% | +219.8% |
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