-59.8%
MTZ vs UL
+12.3%
-72.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.5% | +12.1% | +7.5% |
| 7D | -6.4% | +1.1% | -7.6% | -5.1% |
| 30D | -22.1% | +8.2% | -30.3% | -17.3% |
| 3M | -32.7% | +4.5% | -37.2% | -29.9% |
| 6M | -59.8% | +12.6% | -72.4% | -54.0% |
| All | -59.8% | +12.3% | -72.1% | -54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling