+6,108.6%
MTZ vs FLUT
+1,685.4%
+4,423.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -5.3% |
| 7D | -10.6% | +4.8% | -15.4% | -10.9% |
| 30D | -30.4% | +8.8% | -39.2% | -30.8% |
| 3M | -40.4% | -10.7% | -29.7% | -40.0% |
| 6M | -63.7% | -19.7% | -44.0% | -63.3% |
| YTD | -26.9% | -61.4% | +34.5% | -22.0% |
| 1Y | -20.2% | -61.6% | +41.5% | -14.9% |
| 3Y | +208.1% | -51.4% | +259.5% | +223.2% |
| 5Y | +69.4% | -51.0% | +120.4% | +74.9% |
| 10Y | +440.6% | -25.2% | +465.8% | +448.3% |
| All | +6,108.6% | +1,685.4% | +4,423.2% | +7,054.0% |
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 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