+82.0%
USO vs MTZ
+773.6%
-691.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.8% |
| 7D | +9.1% | +1.4% | +7.8% | +8.7% |
| 30D | +21.7% | -14.5% | +36.2% | +25.0% |
| 3M | +20.2% | -32.9% | +53.2% | +27.5% |
| 6M | +43.4% | -20.8% | +64.2% | +44.9% |
| YTD | +124.0% | +10.6% | +113.4% | +108.6% |
| 1Y | +112.2% | +27.1% | +85.1% | +90.3% |
| 3Y | +97.7% | +166.1% | -68.5% | +41.4% |
| 5Y | +217.4% | +170.7% | +46.7% | +116.0% |
| All | +82.0% | +773.6% | -691.6% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling