+272.3%
MTZ vs FLUT
-45.9%
+318.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.4% |
| 3M | -36.1% | -17.5% | -18.6% | -34.4% |
| 6M | -56.9% | -14.6% | -42.3% | -56.8% |
| YTD | -15.9% | -62.3% | +46.4% | +7.0% |
| 1Y | -3.8% | -59.6% | +55.8% | +19.2% |
| 3Y | +272.3% | -45.3% | +317.6% | +337.0% |
| All | +272.3% | -45.9% | +318.2% | +337.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling