+965.5%
MTZ vs URI
+7,377.6%
-6,412.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.1% | +1.9% | -2.6% |
| 7D | -10.6% | -12.9% | +2.3% | -5.8% |
| 30D | -30.4% | -3.4% | -27.0% | -29.5% |
| 3M | -40.4% | -10.0% | -30.4% | -38.1% |
| 6M | -63.7% | +12.2% | -75.9% | -65.2% |
| YTD | -26.9% | +29.8% | -56.6% | -35.0% |
| 1Y | -20.2% | +24.6% | -44.8% | -27.9% |
| 3Y | +208.1% | +137.6% | +70.6% | +119.5% |
| 5Y | +69.4% | +176.6% | -107.2% | +12.2% |
| 10Y | +440.6% | +1,402.6% | -962.0% | +100.7% |
| All | +965.5% | +7,377.6% | -6,412.1% | +72.2% |
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 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