+151.1%
MTZ vs UMAC
+182.0%
-30.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -0.9% |
| 7D | +5.0% | -5.2% | +10.2% | +5.4% |
| 30D | -6.0% | -36.4% | +30.4% | -3.4% |
| 3M | -36.1% | -58.6% | +22.5% | -32.9% |
| 6M | -56.9% | -24.6% | -32.2% | -56.7% |
| YTD | -15.9% | -11.5% | -4.5% | -17.3% |
| 1Y | -3.8% | +16.9% | -20.7% | -7.0% |
| All | +151.1% | +182.0% | -30.9% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling