+137.7%
UAL vs MTZ
+165.9%
-28.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.8% | -6.6% | -4.4% |
| 7D | +3.4% | +3.6% | -0.1% | +1.9% |
| 30D | -16.5% | -9.6% | -6.8% | -13.3% |
| 3M | +2.8% | -31.9% | +34.7% | +17.1% |
| 6M | +17.6% | -13.8% | +31.4% | +19.4% |
| YTD | -3.2% | +13.3% | -16.5% | -13.6% |
| 1Y | +0.4% | +39.3% | -38.8% | -19.0% |
| 3Y | +128.2% | +168.3% | -40.2% | +34.7% |
| 5Y | +137.7% | +166.4% | -28.7% | +29.6% |
| All | +137.7% | +165.9% | -28.2% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling