-14.3%
MTZ vs URI
+33.3%
-47.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.4% | -11.0% | -14.0% |
| 7D | -7.4% | -4.3% | -3.1% | -6.0% |
| 30D | -23.6% | +4.6% | -28.2% | -24.5% |
| 3M | -38.3% | -2.1% | -36.2% | -37.8% |
| 6M | -60.6% | +21.9% | -82.5% | -62.0% |
| YTD | -22.9% | +39.7% | -62.6% | -32.2% |
| 1Y | -14.3% | +32.9% | -47.1% | -21.9% |
| All | -14.3% | +33.3% | -47.6% | -21.9% |
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