+41.2%
USB vs MTZ
+158.3%
-117.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | -1.3% | -11.1% | +9.8% | +1.0% |
| 3M | +15.2% | -36.7% | +51.9% | +25.3% |
| 6M | +18.8% | -21.9% | +40.8% | +21.6% |
| YTD | +21.0% | +9.1% | +11.9% | +12.8% |
| 1Y | +34.0% | +30.0% | +4.1% | +18.4% |
| 3Y | +95.3% | +138.5% | -43.1% | +39.8% |
| All | +41.2% | +158.3% | -117.2% | -4.5% |
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