+22.0%
USB vs MTZ
+80.0%
-57.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.5% | -10.0% | -2.4% |
| 7D | 0.0% | -6.4% | +6.4% | +0.8% |
| 30D | +5.8% | -22.1% | +27.9% | +10.7% |
| 3M | -6.0% | -32.7% | +26.7% | +1.0% |
| 6M | +7.8% | -59.8% | +67.6% | +28.2% |
| YTD | +14.6% | -19.9% | +34.5% | +12.9% |
| 1Y | +31.8% | -11.5% | +43.2% | +26.1% |
| 3Y | +91.5% | +258.1% | -166.6% | +19.1% |
| All | +22.0% | +80.0% | -57.9% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling