+603.4%
MTZ vs FLR
+530.7%
+72.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.3% | +0.3% | +5.2% |
| 7D | -2.4% | +8.5% | -11.0% | -5.4% |
| 30D | -11.1% | -0.7% | -10.4% | -10.7% |
| 3M | -30.6% | -11.7% | -18.9% | -27.2% |
| 6M | -54.4% | +16.2% | -70.6% | -57.2% |
| YTD | -13.0% | +27.0% | -40.0% | -22.2% |
| 1Y | -5.7% | +10.1% | -15.8% | -10.5% |
| 3Y | +297.2% | +46.2% | +251.0% | +224.8% |
| 5Y | +95.9% | +121.4% | -25.5% | +27.4% |
| 10Y | +492.6% | +11.0% | +481.6% | +283.8% |
| All | +603.4% | +530.7% | +72.7% | +152.6% |
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