+566.8%
MTZ vs USFR
+27.5%
+539.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.3% |
| 3M | -36.7% | +1.0% | -37.7% | -37.3% |
| 6M | -21.9% | +1.9% | -23.9% | -23.4% |
| YTD | +9.1% | +2.6% | +6.5% | +6.5% |
| 1Y | +30.0% | +4.0% | +26.0% | +25.1% |
| 3Y | +138.5% | +14.1% | +124.4% | +110.3% |
| 5Y | +158.3% | +20.4% | +137.9% | +117.1% |
| 10Y | +700.8% | +28.0% | +672.8% | +542.4% |
| All | +566.8% | +27.5% | +539.3% | +433.4% |
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