+39.3%
MTZ vs FLR
+36.1%
+3.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.4% |
| 7D | +3.6% | +0.7% | +2.9% | +3.1% |
| 30D | -9.6% | -0.7% | -9.0% | -9.7% |
| 3M | -31.9% | +14.3% | -46.3% | -36.7% |
| 6M | -13.8% | +25.6% | -39.4% | -24.6% |
| YTD | +13.3% | +42.9% | -29.6% | -8.4% |
| 1Y | +39.3% | +38.7% | +0.5% | +14.7% |
| All | +39.3% | +36.1% | +3.1% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling