+547.8%
MTZ vs FLR
+482.5%
+65.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.3% | +6.2% | +8.2% |
| 7D | -6.4% | -0.8% | -5.6% | -6.0% |
| 30D | -22.1% | -9.1% | -12.9% | -18.8% |
| 3M | -32.7% | -4.7% | -28.0% | -31.9% |
| 6M | -59.8% | -14.2% | -45.6% | -57.6% |
| YTD | -19.9% | +17.3% | -37.2% | -26.0% |
| 1Y | -11.5% | +4.3% | -15.7% | -14.2% |
| 3Y | +258.1% | +30.7% | +227.3% | +206.0% |
| 5Y | +85.5% | +101.3% | -15.8% | +25.4% |
| 10Y | +492.2% | +12.4% | +479.8% | +279.1% |
| All | +547.8% | +482.5% | +65.3% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling