+81.9%
UBER vs MTZ
+156.0%
-74.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +3.0% |
| 7D | -4.5% | 0.0% | -4.4% | -4.6% |
| 30D | -7.6% | -14.8% | +7.2% | -4.0% |
| 3M | +5.8% | -30.8% | +36.6% | +13.6% |
| 6M | +0.3% | -22.6% | +22.9% | +2.7% |
| YTD | -11.2% | +6.8% | -18.0% | -18.9% |
| 1Y | -23.0% | +22.1% | -45.1% | -33.2% |
| 3Y | +53.6% | +153.1% | -99.5% | -1.4% |
| 5Y | +81.9% | +161.4% | -79.5% | +11.5% |
| All | +81.9% | +156.0% | -74.1% | +11.5% |
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 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