-10.0%
MTZ vs FLUT
-63.4%
+53.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -5.0% | -4.3% |
| 7D | -8.7% | -1.5% | -7.2% | -8.9% |
| 30D | -15.0% | +3.4% | -18.4% | -14.6% |
| 3M | -32.6% | -12.5% | -20.1% | -33.6% |
| 6M | -56.3% | -18.5% | -37.9% | -57.2% |
| YTD | -16.8% | -61.6% | +44.8% | -11.1% |
| 1Y | -10.0% | -64.1% | +54.1% | -2.2% |
| All | -10.0% | -63.4% | +53.4% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling