+398.0%
MTZ vs UL
+109.3%
+288.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.5% |
| 7D | +5.0% | +1.1% | +3.9% | +4.7% |
| 30D | -6.0% | +4.5% | -10.5% | -7.3% |
| 3M | -36.1% | +6.5% | -42.6% | -37.5% |
| 6M | -56.9% | +18.2% | -75.0% | -59.2% |
| YTD | -15.9% | +4.7% | -20.6% | -17.9% |
| 1Y | -3.8% | +0.8% | -4.6% | -5.1% |
| 3Y | +272.3% | +35.9% | +236.4% | +221.4% |
| 5Y | +91.1% | +33.4% | +57.7% | +63.4% |
| All | +398.0% | +109.3% | +288.7% | +324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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