+753.2%
MTZ vs UL
+65.2%
+688.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.8% |
| 7D | +2.3% | -3.2% | +5.5% | +3.1% |
| 30D | -10.3% | -0.6% | -9.7% | -10.3% |
| 3M | -31.8% | +9.4% | -41.3% | -33.9% |
| 6M | -19.2% | -4.1% | -15.1% | -18.7% |
| YTD | +10.7% | -2.0% | +12.7% | +10.4% |
| 1Y | +37.5% | -9.0% | +46.5% | +39.9% |
| 3Y | +162.4% | +21.8% | +140.5% | +136.3% |
| 5Y | +166.3% | +20.6% | +145.7% | +137.1% |
| 10Y | +753.2% | +67.7% | +685.5% | +722.1% |
| All | +753.2% | +65.2% | +688.0% | +722.1% |
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