+97.7%
MTZ vs URA
+37.5%
+60.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.9% |
| 7D | +12.9% | +2.9% | +10.0% | +11.7% |
| 30D | -8.5% | -10.8% | +2.3% | -3.4% |
| 3M | -30.6% | -25.5% | -5.1% | -20.8% |
| 6M | -55.1% | -41.2% | -13.9% | -43.2% |
| YTD | -13.0% | -21.3% | +8.3% | -5.6% |
| 1Y | -4.3% | -25.7% | +21.4% | +6.4% |
| 3Y | +284.0% | +43.1% | +241.0% | +205.5% |
| 5Y | +97.7% | +35.6% | +62.1% | +55.9% |
| All | +97.7% | +37.5% | +60.2% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling