+966.0%
MTZ vs URA
-53.7%
+1,019.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.3% | +0.1% | -2.6% |
| 7D | -10.6% | -13.3% | +2.7% | -4.4% |
| 30D | -30.4% | -25.9% | -4.5% | -19.6% |
| 3M | -40.4% | -27.8% | -12.6% | -30.8% |
| 6M | -63.7% | -42.8% | -20.8% | -52.9% |
| YTD | -26.9% | -27.5% | +0.6% | -17.1% |
| 1Y | -20.2% | -35.1% | +15.0% | -4.8% |
| 3Y | +208.1% | +31.1% | +177.1% | +152.2% |
| 5Y | +69.4% | +29.8% | +39.6% | +31.2% |
| 10Y | +440.6% | +265.1% | +175.5% | +118.8% |
| All | +966.0% | -53.7% | +1,019.7% | +960.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling