+98.3%
USB vs MTZ
+140.9%
-42.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | -1.3% | -11.1% | +9.8% | +0.7% |
| 3M | +15.2% | -36.7% | +51.9% | +24.1% |
| 6M | +18.8% | -21.9% | +40.8% | +20.8% |
| YTD | +21.0% | +9.1% | +11.9% | +12.6% |
| 1Y | +34.0% | +30.0% | +4.1% | +18.4% |
| All | +98.3% | +140.9% | -42.6% | +55.4% |
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