+75.4%
USAR vs MTZ
+113.7%
-38.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.7% |
| 7D | +2.3% | +3.6% | -1.2% | +1.4% |
| 30D | -8.6% | -9.6% | +1.0% | -6.3% |
| 3M | -20.5% | -31.9% | +11.5% | -12.9% |
| 6M | +1.2% | -13.8% | +15.0% | +8.7% |
| YTD | +48.4% | +13.3% | +35.1% | +56.0% |
| 1Y | +30.6% | +39.3% | -8.7% | +36.9% |
| 3Y | +73.6% | +168.3% | -94.7% | +81.5% |
| All | +75.4% | +113.7% | -38.3% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling