-11.5%
MTZ vs URA
-31.4%
+19.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.4% | +5.1% | +7.3% |
| 7D | -6.4% | -4.1% | -2.3% | -4.4% |
| 30D | -22.1% | -19.0% | -3.0% | -13.7% |
| 3M | -32.7% | -25.1% | -7.5% | -23.0% |
| 6M | -59.8% | -44.5% | -15.3% | -48.7% |
| YTD | -19.9% | -24.3% | +4.4% | -15.4% |
| 1Y | -11.5% | -28.1% | +16.6% | -4.0% |
| All | -11.5% | -31.4% | +19.9% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling