+697.8%
MTZ vs FLUT
-9.7%
+707.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.4% |
| 7D | -1.6% | -1.6% | +0.1% | -1.4% |
| 30D | -11.1% | +7.7% | -18.8% | -12.2% |
| 3M | -36.7% | -0.7% | -36.0% | -37.3% |
| 6M | -21.9% | -11.2% | -10.8% | -21.7% |
| YTD | +9.1% | -53.4% | +62.6% | +21.8% |
| 1Y | +30.0% | -65.8% | +95.7% | +52.8% |
| 3Y | +138.5% | -44.9% | +183.4% | +157.9% |
| 5Y | +158.3% | -49.7% | +208.0% | +167.4% |
| All | +697.8% | -9.7% | +707.5% | +731.6% |
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