-40.4%
MTZ vs URI
-9.2%
-31.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.1% | +1.9% | -1.1% |
| 7D | -10.6% | -12.9% | +2.3% | -3.5% |
| 30D | -30.4% | -3.4% | -27.0% | -27.5% |
| 3M | -40.4% | -10.0% | -30.4% | -32.9% |
| All | -40.4% | -9.2% | -31.3% | -32.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling