+398.0%
MTZ vs FLUT
-26.8%
+424.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | +5.0% | -0.7% | +5.7% | +5.1% |
| 30D | -6.0% | +9.3% | -15.3% | -7.2% |
| 3M | -36.1% | -17.5% | -18.6% | -34.6% |
| 6M | -56.9% | -14.6% | -42.3% | -56.6% |
| YTD | -15.9% | -62.3% | +46.4% | -3.4% |
| 1Y | -3.8% | -59.6% | +55.8% | +9.0% |
| 3Y | +272.3% | -45.3% | +317.6% | +303.6% |
| 5Y | +91.1% | -50.4% | +141.5% | +101.7% |
| All | +398.0% | -26.8% | +424.9% | +432.5% |
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