+148.1%
MTZ vs UL
+25.2%
+122.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.6% | -1.3% | -0.2% | -1.8% |
| 30D | -11.1% | +0.5% | -11.6% | -10.9% |
| 3M | -36.7% | +17.6% | -54.3% | -35.5% |
| 6M | -21.9% | -5.4% | -16.6% | -21.2% |
| YTD | +9.1% | +0.7% | +8.4% | +10.9% |
| 1Y | +30.0% | -9.3% | +39.2% | +32.1% |
| All | +148.1% | +25.2% | +122.8% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling