+67.7%
USAR vs MTZ
+160.8%
-93.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.8% |
| 7D | -4.4% | +2.3% | -6.7% | -5.0% |
| 30D | -10.4% | -10.3% | -0.1% | -7.8% |
| 3M | -18.4% | -31.8% | +13.5% | -10.0% |
| 6M | -8.8% | -19.2% | +10.4% | -0.6% |
| YTD | +43.4% | +10.7% | +32.6% | +52.0% |
| 1Y | +21.0% | +37.5% | -16.5% | +28.0% |
| All | +67.7% | +160.8% | -93.0% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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