+444.4%
MTZ vs URI
+1,246.1%
-801.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.5% | +2.3% |
| 7D | +12.9% | +2.6% | +10.3% | +11.5% |
| 30D | -8.5% | +9.1% | -17.6% | -12.7% |
| 3M | -30.6% | +1.0% | -31.6% | -31.0% |
| 6M | -55.1% | +23.3% | -78.5% | -60.2% |
| YTD | -13.0% | +43.3% | -56.3% | -31.9% |
| 1Y | -4.3% | +35.9% | -40.2% | -22.8% |
| 3Y | +284.0% | +158.6% | +125.4% | +106.6% |
| 5Y | +97.7% | +213.1% | -115.5% | -9.5% |
| 10Y | +444.4% | +1,213.1% | -768.7% | -10.0% |
| All | +444.4% | +1,246.1% | -801.7% | -10.0% |
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