+112.2%
USO vs MTZ
+26.3%
+85.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -1.6% |
| 7D | +9.1% | +1.4% | +7.8% | +9.4% |
| 30D | +21.7% | -14.5% | +36.2% | +18.9% |
| 3M | +20.2% | -32.9% | +53.2% | +15.0% |
| 6M | +43.4% | -20.8% | +64.2% | +44.1% |
| YTD | +124.0% | +10.6% | +113.4% | +124.3% |
| 1Y | +112.2% | +27.1% | +85.1% | +110.9% |
| All | +112.2% | +26.3% | +85.9% | +110.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling