+207.2%
UMC vs MTZ
+30.9%
+176.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.6% |
| 7D | +5.0% | -1.6% | +6.5% | +5.7% |
| 30D | +7.7% | -11.1% | +18.8% | +13.0% |
| 3M | +1.7% | -36.7% | +38.4% | +25.2% |
| 6M | +113.9% | -21.9% | +135.9% | +145.5% |
| YTD | +168.9% | +9.1% | +159.8% | +184.6% |
| 1Y | +207.2% | +30.0% | +177.2% | +213.2% |
| All | +207.2% | +30.9% | +176.3% | +213.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling