-72.4%
USO vs MTZ
+1,728.9%
-1,801.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.1% |
| 7D | +6.2% | +2.3% | +4.0% | +5.8% |
| 30D | +19.1% | -10.3% | +29.4% | +21.5% |
| 3M | +14.2% | -31.8% | +46.1% | +20.9% |
| 6M | +43.7% | -19.2% | +62.9% | +45.3% |
| YTD | +116.8% | +10.7% | +106.1% | +103.7% |
| 1Y | +104.3% | +37.5% | +66.8% | +82.2% |
| 3Y | +91.5% | +162.4% | -70.8% | +41.4% |
| 5Y | +214.1% | +166.3% | +47.7% | +123.5% |
| 10Y | +77.0% | +753.2% | -676.2% | -9.1% |
| All | -72.4% | +1,728.9% | -1,801.3% | -89.4% |
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