+95.0%
MTZ vs UL
+33.5%
+61.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.3% |
| 7D | +5.0% | +1.1% | +3.9% | +4.9% |
| 30D | -6.0% | +4.5% | -10.5% | -6.3% |
| 3M | -36.1% | +6.5% | -42.6% | -36.5% |
| 6M | -56.9% | +18.2% | -75.0% | -57.8% |
| YTD | -15.9% | +4.7% | -20.6% | -16.1% |
| 1Y | -3.8% | +0.8% | -4.6% | -3.4% |
| 3Y | +272.3% | +35.9% | +236.4% | +233.2% |
| All | +95.0% | +33.5% | +61.4% | +67.1% |
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 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