+104.2%
UAL vs MTZ
+729.4%
-625.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | -1.1% | +2.3% | -3.4% | -2.3% |
| 30D | -13.4% | -10.3% | -3.2% | -9.3% |
| 3M | -2.3% | -31.8% | +29.5% | +13.6% |
| 6M | +13.3% | -19.2% | +32.5% | +19.5% |
| YTD | -4.2% | +10.7% | -14.9% | -14.8% |
| 1Y | +1.4% | +37.5% | -36.1% | -20.1% |
| 3Y | +125.8% | +162.4% | -36.5% | +19.9% |
| 5Y | +130.0% | +166.3% | -36.4% | +13.8% |
| 10Y | +104.2% | +753.2% | -648.9% | -43.5% |
| All | +104.2% | +729.4% | -625.1% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling