+9.4%
USB vs MTZ
-63.5%
+72.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -2.2% |
| 7D | -1.5% | -10.6% | +9.1% | -1.8% |
| 30D | +4.3% | -30.4% | +34.7% | +4.0% |
| 3M | -6.1% | -40.4% | +34.3% | -6.2% |
| 6M | +9.4% | -63.7% | +73.1% | +9.7% |
| All | +9.4% | -63.5% | +72.9% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling