+157.9%
MTZ vs USFR
+20.4%
+137.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -11.1% | +0.3% | -11.4% | -11.0% |
| 3M | -36.7% | +1.0% | -37.7% | -36.9% |
| 6M | -21.9% | +1.9% | -23.9% | -23.3% |
| YTD | +9.1% | +2.6% | +6.5% | +5.6% |
| 1Y | +30.0% | +4.0% | +26.0% | +22.1% |
| 3Y | +138.5% | +14.1% | +124.4% | +86.8% |
| All | +157.9% | +20.4% | +137.5% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling