-11.5%
MTZ vs URI
+26.0%
-37.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.1% | +8.4% | +9.2% |
| 7D | -6.4% | -9.8% | +3.4% | -3.0% |
| 30D | -22.1% | +1.7% | -23.8% | -22.2% |
| 3M | -32.7% | -9.1% | -23.6% | -30.5% |
| 6M | -59.8% | +9.9% | -69.7% | -60.2% |
| YTD | -19.9% | +31.2% | -51.1% | -28.3% |
| 1Y | -11.5% | +25.9% | -37.4% | -18.2% |
| All | -11.5% | +26.0% | -37.4% | -18.2% |
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