+280.3%
UAL vs MTZ
+1,407.0%
-1,126.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.5% | +2.0% |
| 7D | +12.5% | -8.7% | +21.2% | +15.3% |
| 30D | +12.2% | -15.0% | +27.1% | +18.3% |
| 3M | -2.6% | -32.6% | +30.0% | +12.7% |
| 6M | +21.1% | -56.3% | +77.4% | +64.7% |
| YTD | +7.8% | -16.8% | +24.6% | +8.7% |
| 1Y | +25.4% | -10.0% | +35.4% | +21.9% |
| 3Y | +217.3% | +267.1% | -49.8% | +57.6% |
| 5Y | +132.9% | +89.9% | +43.0% | +47.3% |
| 10Y | +101.1% | +442.2% | -341.1% | -23.8% |
| All | +280.3% | +1,407.0% | -1,126.7% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling