+739.9%
MTZ vs USFR
+28.1%
+711.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | -9.6% | +0.3% | -10.0% | -9.9% |
| 3M | -31.9% | +1.0% | -32.9% | -32.7% |
| 6M | -13.8% | +1.9% | -15.7% | -15.8% |
| YTD | +13.3% | +2.7% | +10.6% | +9.6% |
| 1Y | +39.3% | +4.0% | +35.3% | +32.3% |
| 3Y | +168.3% | +14.0% | +154.3% | +126.4% |
| 5Y | +166.4% | +20.4% | +146.0% | +111.8% |
| 10Y | +739.9% | +28.1% | +711.9% | +608.2% |
| All | +739.9% | +28.1% | +711.9% | +608.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling