+206.7%
UAL vs MTZ
+237.5%
-30.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.5% | -7.5% | -1.4% |
| 7D | +8.2% | -6.4% | +14.6% | +9.3% |
| 30D | +2.3% | -22.1% | +24.4% | +11.0% |
| 3M | -12.7% | -32.7% | +20.0% | -0.4% |
| 6M | +12.7% | -59.8% | +72.5% | +56.1% |
| YTD | +0.8% | -19.9% | +20.7% | -0.4% |
| 1Y | +17.8% | -11.5% | +29.3% | +10.7% |
| 3Y | +206.7% | +258.1% | -51.4% | +73.2% |
| All | +206.7% | +237.5% | -30.8% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling