-14.3%
MTZ vs UUUU
-55.1%
+40.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -0.8% | -14.6% | -15.2% |
| 7D | -7.4% | -14.4% | +7.0% | -3.8% |
| 30D | -23.6% | -33.6% | +10.0% | -15.3% |
| 3M | -38.3% | -44.2% | +5.9% | -29.1% |
| 6M | -60.6% | -66.8% | +6.2% | -50.5% |
| YTD | -22.9% | -50.6% | +27.7% | -15.4% |
| 1Y | -14.3% | -57.8% | +43.5% | -3.0% |
| All | -14.3% | -55.1% | +40.9% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling