+6,700.8%
MTZ vs FLUT
+1,658.1%
+5,042.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.1% | +9.6% |
| 7D | -6.4% | -1.1% | -5.4% | -6.4% |
| 30D | -22.1% | +7.7% | -29.8% | -22.5% |
| 3M | -32.7% | -12.2% | -20.5% | -32.2% |
| 6M | -59.8% | -17.6% | -42.3% | -59.6% |
| YTD | -19.9% | -62.0% | +42.1% | -14.5% |
| 1Y | -11.5% | -62.3% | +50.8% | -5.5% |
| 3Y | +258.1% | -52.0% | +310.0% | +275.8% |
| 5Y | +85.5% | -51.8% | +137.3% | +91.8% |
| 10Y | +492.2% | -26.3% | +518.5% | +501.2% |
| All | +6,700.8% | +1,658.1% | +5,042.7% | +7,744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling