+148.1%
MTZ vs URI
+113.1%
+35.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.3% |
| 7D | -1.6% | -2.0% | +0.4% | -0.7% |
| 30D | -11.1% | -12.9% | +1.9% | -4.6% |
| 3M | -36.7% | -6.7% | -30.0% | -34.4% |
| 6M | -21.9% | +19.0% | -40.9% | -29.5% |
| YTD | +9.1% | +25.5% | -16.4% | -6.6% |
| 1Y | +30.0% | +5.5% | +24.4% | +23.1% |
| All | +148.1% | +113.1% | +35.0% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling