+501.4%
MTZ vs FLUT
-26.3%
+527.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.1% | +9.8% |
| 7D | -6.4% | -1.1% | -5.4% | -6.3% |
| 30D | -22.1% | +7.7% | -29.8% | -23.0% |
| 3M | -32.7% | -12.2% | -20.5% | -31.7% |
| 6M | -59.8% | -17.6% | -42.3% | -59.4% |
| YTD | -19.9% | -62.0% | +42.1% | -8.1% |
| 1Y | -11.5% | -62.3% | +50.8% | +1.5% |
| 3Y | +258.1% | -52.0% | +310.0% | +294.8% |
| 5Y | +85.5% | -51.8% | +137.3% | +95.9% |
| All | +501.4% | -26.3% | +527.7% | +552.3% |
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