+159.9%
MTZ vs UMAC
+216.2%
-56.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.6% |
| 7D | +12.9% | -2.9% | +15.8% | +13.0% |
| 30D | -8.5% | -35.6% | +27.0% | -6.1% |
| 3M | -30.6% | -51.3% | +20.7% | -27.9% |
| 6M | -55.1% | -17.5% | -37.6% | -55.3% |
| YTD | -13.0% | -0.7% | -12.3% | -15.1% |
| 1Y | -4.3% | +16.5% | -20.7% | -7.6% |
| All | +159.9% | +216.2% | -56.3% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling