+1,581.2%
MTZ vs UUUU
-96.3%
+1,677.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.5% | -1.7% |
| 7D | +16.5% | +1.4% | +15.1% | +16.3% |
| 30D | -10.2% | -27.9% | +17.7% | -6.8% |
| 3M | -34.2% | -53.8% | +19.7% | -28.3% |
| 6M | -56.0% | -68.1% | +12.2% | -50.2% |
| YTD | -14.8% | -54.1% | +39.2% | -8.7% |
| 1Y | -7.2% | -57.8% | +50.5% | +0.1% |
| 3Y | +275.8% | -15.4% | +291.2% | +260.6% |
| 5Y | +93.5% | -39.2% | +132.7% | +85.6% |
| 10Y | +432.7% | +370.4% | +62.2% | +288.6% |
| All | +1,581.2% | -96.3% | +1,677.5% | +1,313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling