+30.0%
MTZ vs URI
+7.3%
+22.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | -1.6% | -2.0% | +0.4% | -1.0% |
| 30D | -11.1% | -12.9% | +1.9% | -7.4% |
| 3M | -36.7% | -6.7% | -30.0% | -35.2% |
| 6M | -21.9% | +19.0% | -40.9% | -24.5% |
| YTD | +9.1% | +25.5% | -16.4% | +2.2% |
| 1Y | +30.0% | +5.5% | +24.4% | +25.6% |
| All | +30.0% | +7.3% | +22.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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