+251.3%
UAL vs MTZ
+1,876.6%
-1,625.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.6% |
| 7D | +0.7% | -1.6% | +2.3% | +1.4% |
| 30D | -16.1% | -11.1% | -5.0% | -12.1% |
| 3M | +6.1% | -36.7% | +42.8% | +25.8% |
| 6M | +10.8% | -21.9% | +32.8% | +18.9% |
| YTD | -0.4% | +9.1% | -9.5% | -8.7% |
| 1Y | +5.0% | +30.0% | -24.9% | -11.7% |
| 3Y | +124.0% | +138.5% | -14.4% | +36.6% |
| 5Y | +141.0% | +158.3% | -17.4% | +36.0% |
| 10Y | +118.0% | +700.8% | -582.8% | -28.8% |
| All | +251.3% | +1,876.6% | -1,625.2% | -47.5% |
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 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