+501.4%
MTZ vs URI
+1,374.0%
-872.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.1% | +8.4% | +8.9% |
| 7D | -6.4% | -9.8% | +3.4% | -0.5% |
| 30D | -22.1% | +1.7% | -23.8% | -22.8% |
| 3M | -32.7% | -9.1% | -23.6% | -29.2% |
| 6M | -59.8% | +9.9% | -69.7% | -62.1% |
| YTD | -19.9% | +31.2% | -51.1% | -34.3% |
| 1Y | -11.5% | +25.9% | -37.4% | -25.6% |
| 3Y | +258.1% | +147.4% | +110.7% | +96.8% |
| 5Y | +85.5% | +179.7% | -94.2% | -9.7% |
| All | +501.4% | +1,374.0% | -872.6% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling