+9,165.2%
MTZ vs FLUT
+2,054.3%
+7,111.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.3% |
| 7D | -1.6% | -1.6% | +0.1% | -1.5% |
| 30D | -11.1% | +7.7% | -18.8% | -11.6% |
| 3M | -36.7% | -0.7% | -36.0% | -37.0% |
| 6M | -21.9% | -11.2% | -10.8% | -21.8% |
| YTD | +9.1% | -53.4% | +62.6% | +14.9% |
| 1Y | +30.0% | -65.8% | +95.7% | +40.1% |
| 3Y | +138.5% | -44.9% | +183.4% | +147.7% |
| 5Y | +158.3% | -49.7% | +208.0% | +164.7% |
| 10Y | +700.8% | -9.7% | +710.5% | +701.8% |
| All | +9,165.2% | +2,054.3% | +7,111.0% | +10,439.4% |
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 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