+226.9%
MTZ vs URI
+136.1%
+90.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.1% | +1.9% | -1.7% |
| 7D | -10.6% | -12.9% | +2.3% | -4.2% |
| 30D | -30.4% | -3.4% | -27.0% | -29.2% |
| 3M | -40.4% | -10.0% | -30.4% | -37.3% |
| 6M | -63.7% | +12.2% | -75.9% | -65.6% |
| YTD | -26.9% | +29.8% | -56.6% | -38.1% |
| 1Y | -20.2% | +24.6% | -44.8% | -30.7% |
| All | +226.9% | +136.1% | +90.8% | +79.0% |
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 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