+398.0%
MTZ vs URA
+266.3%
+131.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.5% |
| 7D | +5.0% | -1.5% | +6.5% | +5.9% |
| 30D | -6.0% | -10.4% | +4.4% | -0.9% |
| 3M | -36.1% | -29.6% | -6.5% | -25.0% |
| 6M | -56.9% | -40.3% | -16.6% | -45.4% |
| YTD | -15.9% | -25.5% | +9.6% | -6.0% |
| 1Y | -3.8% | -26.4% | +22.6% | +7.8% |
| 3Y | +272.3% | +31.4% | +240.8% | +207.4% |
| 5Y | +91.1% | +28.6% | +62.5% | +51.1% |
| All | +398.0% | +266.3% | +131.8% | +108.8% |
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