+501.4%
MTZ vs URA
+278.3%
+223.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.4% | +5.1% | +7.5% |
| 7D | -6.4% | -4.1% | -2.3% | -4.4% |
| 30D | -22.1% | -19.0% | -3.0% | -14.0% |
| 3M | -32.7% | -25.1% | -7.5% | -23.3% |
| 6M | -59.8% | -44.5% | -15.3% | -47.5% |
| YTD | -19.9% | -24.3% | +4.4% | -11.3% |
| 1Y | -11.5% | -28.1% | +16.6% | +0.2% |
| 3Y | +258.1% | +40.7% | +217.4% | +186.1% |
| 5Y | +85.5% | +35.5% | +50.1% | +42.8% |
| All | +501.4% | +278.3% | +223.1% | +179.8% |
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