+91.5%
USB vs MTZ
+237.5%
-145.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.5% | -10.0% | -2.0% |
| 7D | 0.0% | -6.4% | +6.4% | +0.6% |
| 30D | +5.8% | -22.1% | +27.9% | +9.7% |
| 3M | -6.0% | -32.7% | +26.7% | -0.4% |
| 6M | +7.8% | -59.8% | +67.6% | +24.7% |
| YTD | +14.6% | -19.9% | +34.5% | +11.4% |
| 1Y | +31.8% | -11.5% | +43.2% | +24.6% |
| 3Y | +91.5% | +258.1% | -166.6% | +18.0% |
| All | +91.5% | +237.5% | -145.9% | +18.0% |
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 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