+442.2%
MTZ vs UL
+106.3%
+336.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -8.7% | +2.6% | -11.3% | -9.4% |
| 30D | -15.0% | +6.8% | -21.7% | -16.6% |
| 3M | -32.6% | +5.7% | -38.3% | -33.9% |
| 6M | -56.3% | +15.9% | -72.2% | -58.5% |
| YTD | -16.8% | +4.3% | -21.1% | -18.6% |
| 1Y | -10.0% | -0.4% | -9.6% | -10.9% |
| 3Y | +267.1% | +35.0% | +232.2% | +218.0% |
| 5Y | +89.9% | +31.6% | +58.3% | +63.4% |
| 10Y | +442.2% | +104.6% | +337.6% | +386.2% |
| All | +442.2% | +106.3% | +336.0% | +386.2% |
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