-4.3%
MTZ vs USHY
+2.1%
-6.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.0% |
| 7D | +12.9% | -0.2% | +13.1% | +14.1% |
| 30D | -8.5% | +0.5% | -9.0% | -10.6% |
| 3M | -30.6% | -1.2% | -29.5% | -26.2% |
| 6M | -55.1% | -0.1% | -55.0% | -54.6% |
| YTD | -13.0% | +1.1% | -14.1% | -17.4% |
| 1Y | -4.3% | +2.0% | -6.3% | -14.8% |
| All | -4.3% | +2.1% | -6.4% | -14.8% |
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