+492.6%
MTZ vs FLUT
-26.1%
+518.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.2% | +8.5% |
| 7D | -2.4% | -6.5% | +4.0% | -1.5% |
| 30D | -11.1% | +2.8% | -13.9% | -11.5% |
| 3M | -30.6% | -13.5% | -17.2% | -29.5% |
| 6M | -54.4% | -19.0% | -35.4% | -53.7% |
| YTD | -13.0% | -61.9% | +48.8% | -0.3% |
| 1Y | -5.7% | -63.2% | +57.6% | +8.7% |
| 3Y | +297.2% | -46.0% | +343.2% | +331.2% |
| 5Y | +95.9% | -51.8% | +147.7% | +106.8% |
| 10Y | +492.6% | -26.1% | +518.7% | +539.3% |
| All | +492.6% | -26.1% | +518.7% | +539.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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