+431.5%
MTZ vs USFR
+28.5%
+403.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -11.1% | +0.4% | -11.5% | -11.4% |
| 3M | -30.6% | +1.1% | -31.7% | -31.3% |
| 6M | -54.4% | +2.0% | -56.4% | -55.2% |
| YTD | -13.0% | +3.4% | -16.4% | -15.7% |
| 1Y | -5.7% | +4.1% | -9.8% | -9.2% |
| 3Y | +297.2% | +14.3% | +282.8% | +249.7% |
| 5Y | +95.9% | +21.3% | +74.6% | +63.5% |
| 10Y | +492.6% | +28.5% | +464.2% | +373.7% |
| All | +431.5% | +28.5% | +403.0% | +322.2% |
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