+782.6%
MTZ vs FLR
+603.8%
+178.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.1% |
| 7D | -1.6% | +5.4% | -7.0% | -3.8% |
| 30D | -11.1% | +11.4% | -22.5% | -15.5% |
| 3M | -36.7% | +11.4% | -48.1% | -39.5% |
| 6M | -21.9% | +16.6% | -38.6% | -27.4% |
| YTD | +9.1% | +41.7% | -32.6% | -6.6% |
| 1Y | +30.0% | +35.4% | -5.5% | +12.9% |
| 3Y | +138.5% | +57.3% | +81.1% | +89.1% |
| 5Y | +158.3% | +241.0% | -82.6% | +39.8% |
| 10Y | +700.8% | +16.6% | +684.1% | +406.0% |
| All | +782.6% | +603.8% | +178.8% | +202.9% |
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