+74.8%
MTZ vs UL
+31.0%
+43.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.5% | +12.1% | +9.6% |
| 7D | -6.4% | +1.1% | -7.6% | -6.5% |
| 30D | -22.1% | +8.2% | -30.3% | -22.6% |
| 3M | -32.7% | +4.5% | -37.2% | -33.0% |
| 6M | -59.8% | +12.6% | -72.4% | -60.4% |
| YTD | -19.9% | +3.5% | -23.4% | -20.0% |
| 1Y | -11.5% | -0.4% | -11.0% | -11.0% |
| 3Y | +258.1% | +36.0% | +222.1% | +219.3% |
| All | +74.8% | +31.0% | +43.8% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling