+39.3%
MTZ vs UL
-8.6%
+47.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.5% |
| 7D | +3.6% | -1.3% | +4.9% | +3.1% |
| 30D | -9.6% | +0.9% | -10.6% | -9.2% |
| 3M | -31.9% | +14.2% | -46.2% | -29.3% |
| 6M | -13.8% | -3.2% | -10.6% | -12.8% |
| YTD | +13.3% | -0.3% | +13.6% | +18.2% |
| 1Y | +39.3% | -8.8% | +48.1% | +47.4% |
| All | +39.3% | -8.6% | +47.9% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling