+30.0%
MTZ vs USHY
+4.6%
+25.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.3% |
| 7D | -1.6% | -0.1% | -1.5% | -0.9% |
| 30D | -11.1% | +0.1% | -11.2% | -11.5% |
| 3M | -36.7% | +0.8% | -37.5% | -39.3% |
| 6M | -21.9% | +1.7% | -23.7% | -27.4% |
| YTD | +9.1% | +2.5% | +6.6% | -3.3% |
| 1Y | +30.0% | +4.4% | +25.6% | +2.9% |
| All | +30.0% | +4.6% | +25.4% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling