+2,054.3%
MTZ vs UUUU
-92.0%
+2,146.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | -11.1% | +16.3% | -27.4% | -12.8% |
| 3M | -36.7% | -16.7% | -20.0% | -35.5% |
| 6M | -21.9% | -33.7% | +11.7% | -18.9% |
| YTD | +9.1% | -0.5% | +9.6% | +7.3% |
| 1Y | +30.0% | +28.9% | +1.1% | +22.3% |
| 3Y | +138.5% | +99.9% | +38.6% | +107.4% |
| 5Y | +158.3% | +135.3% | +23.1% | +113.8% |
| 10Y | +700.8% | +518.4% | +182.4% | +453.7% |
| All | +2,054.3% | -92.0% | +2,146.3% | +1,561.2% |
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