+1,490.1%
MTZ vs URI
+7,134.6%
-5,644.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | -1.6% | -2.0% | +0.4% | -0.9% |
| 30D | -11.1% | -12.9% | +1.9% | -6.5% |
| 3M | -36.7% | -6.7% | -30.0% | -35.1% |
| 6M | -21.9% | +19.0% | -40.9% | -27.6% |
| YTD | +9.1% | +25.5% | -16.4% | -1.7% |
| 1Y | +30.0% | +5.5% | +24.4% | +24.4% |
| 3Y | +138.5% | +111.3% | +27.1% | +77.3% |
| 5Y | +158.3% | +198.6% | -40.2% | +66.7% |
| 10Y | +700.8% | +1,179.9% | -479.1% | +212.1% |
| All | +1,490.1% | +7,134.6% | -5,644.5% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling