+427.1%
MTZ vs USHY
+49.7%
+377.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.4% |
| 7D | 0.0% | -0.7% | +0.7% | +1.7% |
| 30D | -14.8% | -0.5% | -14.3% | -13.7% |
| 3M | -30.8% | +0.5% | -31.3% | -31.4% |
| 6M | -22.6% | +1.5% | -24.1% | -24.7% |
| YTD | +6.8% | +1.7% | +5.1% | +3.5% |
| 1Y | +22.1% | +3.5% | +18.6% | +14.2% |
| 3Y | +153.1% | +27.2% | +126.0% | +57.2% |
| 5Y | +161.4% | +21.0% | +140.4% | +84.6% |
| All | +427.1% | +49.7% | +377.5% | +157.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling