+83.6%
USB vs MTZ
+465.6%
-382.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -1.4% |
| 7D | -0.5% | +12.9% | -13.4% | -4.3% |
| 30D | +5.7% | -8.5% | +14.3% | +7.3% |
| 3M | -4.7% | -30.6% | +25.9% | +4.2% |
| 6M | +13.4% | -55.1% | +68.5% | +38.3% |
| YTD | +17.0% | -13.0% | +30.0% | +13.4% |
| 1Y | +32.4% | -4.3% | +36.6% | +24.0% |
| 3Y | +101.7% | +284.0% | -182.4% | +10.0% |
| 5Y | +24.4% | +97.7% | -73.2% | -18.4% |
| 10Y | +83.6% | +444.4% | -360.8% | -21.0% |
| All | +83.6% | +465.6% | -382.0% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling