+156.5%
MTZ vs USFR
+14.0%
+142.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +0.1% | -1.6% | -1.5% |
| 30D | -11.1% | +0.3% | -11.4% | -10.6% |
| 3M | -36.7% | +1.0% | -37.7% | -36.1% |
| 6M | -21.9% | +1.9% | -23.9% | -22.5% |
| YTD | +9.1% | +2.6% | +6.5% | +6.0% |
| 1Y | +30.0% | +4.0% | +26.0% | +20.7% |
| All | +156.5% | +14.0% | +142.5% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling