+8,026.5%
USB vs MTZ
+2,019.2%
+6,007.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -1.4% |
| 7D | -1.5% | -10.6% | +9.1% | -0.3% |
| 30D | +4.3% | -30.4% | +34.7% | +8.8% |
| 3M | -6.1% | -40.4% | +34.3% | -0.3% |
| 6M | +9.4% | -63.7% | +73.1% | +22.6% |
| YTD | +15.2% | -26.9% | +42.0% | +17.4% |
| 1Y | +32.8% | -20.2% | +52.9% | +33.7% |
| 3Y | +91.3% | +208.1% | -116.8% | +59.5% |
| 5Y | +22.7% | +69.4% | -46.7% | +8.8% |
| 10Y | +97.0% | +440.6% | -343.6% | +50.6% |
| All | +8,026.5% | +2,019.2% | +6,007.3% | +4,984.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling