+1,618.3%
MTZ vs UUUU
-96.2%
+1,714.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +4.3% |
| 7D | +12.9% | -3.5% | +16.4% | +13.4% |
| 30D | -8.5% | -28.3% | +19.7% | -5.1% |
| 3M | -30.6% | -53.1% | +22.5% | -24.6% |
| 6M | -55.1% | -68.6% | +13.5% | -49.1% |
| YTD | -13.0% | -52.3% | +39.4% | -7.1% |
| 1Y | -4.3% | -55.8% | +51.5% | +2.8% |
| 3Y | +284.0% | -12.3% | +296.3% | +267.0% |
| 5Y | +97.7% | -36.9% | +134.5% | +88.8% |
| 10Y | +444.4% | +388.0% | +56.4% | +295.5% |
| All | +1,618.3% | -96.2% | +1,714.4% | +1,338.3% |
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