+404.4%
MTZ vs USFR
+28.5%
+375.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +16.5% | +0.1% | +16.4% | +16.4% |
| 30D | -10.2% | +0.4% | -10.6% | -10.6% |
| 3M | -34.2% | +1.0% | -35.2% | -35.0% |
| 6M | -56.0% | +2.0% | -58.0% | -57.1% |
| YTD | -14.8% | +3.4% | -18.3% | -18.7% |
| 1Y | -7.2% | +4.1% | -11.3% | -12.2% |
| 3Y | +275.8% | +14.4% | +261.4% | +210.5% |
| 5Y | +93.5% | +21.4% | +72.1% | +48.5% |
| All | +404.4% | +28.5% | +375.8% | +285.3% |
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