+95.0%
MTZ vs USFR
+21.4%
+73.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -6.0% | +0.4% | -6.4% | -6.2% |
| 3M | -36.1% | +1.1% | -37.2% | -36.4% |
| 6M | -56.9% | +2.0% | -58.9% | -57.3% |
| YTD | -15.9% | +3.5% | -19.4% | -19.2% |
| 1Y | -3.8% | +4.1% | -7.9% | -8.9% |
| 3Y | +272.3% | +14.4% | +257.9% | +184.6% |
| All | +95.0% | +21.4% | +73.6% | +55.5% |
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