+714.5%
MTZ vs URA
+356.0%
+358.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.7% |
| 7D | -1.6% | +1.1% | -2.7% | -2.2% |
| 30D | -11.1% | +7.4% | -18.5% | -14.3% |
| 3M | -36.7% | -8.4% | -28.3% | -34.3% |
| 6M | -21.9% | -12.7% | -9.2% | -17.9% |
| YTD | +9.1% | +7.8% | +1.3% | +2.6% |
| 1Y | +30.0% | +19.5% | +10.5% | +14.5% |
| 3Y | +138.5% | +116.4% | +22.0% | +55.5% |
| 5Y | +158.3% | +134.3% | +24.1% | +50.2% |
| All | +714.5% | +356.0% | +358.5% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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