+438.5%
MTZ vs USHY
+50.7%
+387.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.3% |
| 30D | -11.1% | +0.1% | -11.2% | -11.2% |
| 3M | -36.7% | +0.8% | -37.5% | -37.7% |
| 6M | -21.9% | +1.7% | -23.7% | -24.4% |
| YTD | +9.1% | +2.5% | +6.6% | +4.0% |
| 1Y | +30.0% | +4.4% | +25.6% | +19.2% |
| 3Y | +138.5% | +27.4% | +111.1% | +47.3% |
| 5Y | +158.3% | +21.7% | +136.6% | +79.8% |
| All | +438.5% | +50.7% | +387.7% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling