+75.9%
UBER vs MTZ
+385.1%
-309.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.8% | -7.3% | -4.8% |
| 7D | -2.8% | +3.6% | -6.4% | -4.1% |
| 30D | -2.5% | -9.6% | +7.1% | +0.4% |
| 3M | +4.4% | -31.9% | +36.3% | +15.6% |
| 6M | -2.7% | -13.8% | +11.1% | -3.2% |
| YTD | -10.5% | +13.3% | -23.8% | -20.9% |
| 1Y | -22.5% | +39.3% | -61.8% | -37.7% |
| 3Y | +54.8% | +168.3% | -113.5% | -12.7% |
| 5Y | +82.5% | +166.4% | -83.9% | -2.0% |
| All | +75.9% | +385.1% | -309.2% | -49.5% |
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