+93.5%
MTZ vs FLUT
-49.0%
+142.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -1.3% |
| 7D | +16.5% | -1.2% | +17.7% | +16.7% |
| 30D | -10.2% | +5.0% | -15.2% | -11.2% |
| 3M | -34.2% | -16.4% | -17.7% | -32.0% |
| 6M | -56.0% | -14.6% | -41.4% | -55.6% |
| YTD | -14.8% | -61.9% | +47.0% | +5.9% |
| 1Y | -7.2% | -65.0% | +57.8% | +18.1% |
| 3Y | +275.8% | -44.8% | +320.6% | +316.5% |
| 5Y | +93.5% | -49.9% | +143.4% | +101.4% |
| All | +93.5% | -49.0% | +142.5% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling