+389.5%
MTZ vs USFR
+28.5%
+360.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.5% | +9.5% |
| 7D | -6.4% | +0.1% | -6.5% | -6.5% |
| 30D | -22.1% | +0.4% | -22.5% | -22.3% |
| 3M | -32.7% | +1.1% | -33.7% | -33.3% |
| 6M | -59.8% | +2.1% | -61.9% | -60.6% |
| YTD | -19.9% | +3.4% | -23.3% | -22.4% |
| 1Y | -11.5% | +4.1% | -15.6% | -14.8% |
| 3Y | +258.1% | +14.4% | +243.7% | +215.1% |
| 5Y | +85.5% | +21.3% | +64.2% | +54.8% |
| 10Y | +492.2% | +28.5% | +463.7% | +373.4% |
| All | +389.5% | +28.5% | +360.9% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling