+168.3%
MTZ vs USHY
+27.8%
+140.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.9% |
| 7D | +3.6% | 0.0% | +3.5% | +3.4% |
| 30D | -9.6% | 0.0% | -9.6% | -9.6% |
| 3M | -31.9% | +1.2% | -33.1% | -34.8% |
| 6M | -13.8% | +2.6% | -16.4% | -21.6% |
| YTD | +13.3% | +2.4% | +10.8% | +3.8% |
| 1Y | +39.3% | +4.2% | +35.0% | +20.0% |
| 3Y | +168.3% | +28.0% | +140.3% | +39.0% |
| All | +168.3% | +27.8% | +140.5% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling