+238.3%
MTZ vs UMAC
+549.5%
-311.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.3% | -5.6% | +3.2% |
| 7D | +3.6% | +14.7% | -11.2% | +2.7% |
| 30D | -9.6% | -0.5% | -9.1% | -9.9% |
| 3M | -31.9% | +0.5% | -32.4% | -32.6% |
| 6M | -13.8% | +57.9% | -71.7% | -17.8% |
| YTD | +13.3% | +103.9% | -90.7% | +6.0% |
| 1Y | +39.3% | +159.3% | -120.0% | +28.3% |
| All | +238.3% | +549.5% | -311.2% | +193.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling