+240.3%
UMC vs MTZ
+26.3%
+214.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.2% | +0.7% |
| 7D | +9.0% | +1.4% | +7.6% | +8.3% |
| 30D | +17.2% | -14.5% | +31.7% | +25.9% |
| 3M | +11.4% | -32.9% | +44.3% | +35.8% |
| 6M | +137.5% | -20.8% | +158.4% | +171.1% |
| YTD | +193.1% | +10.6% | +182.5% | +204.8% |
| 1Y | +240.3% | +27.1% | +213.2% | +226.0% |
| All | +240.3% | +26.3% | +214.0% | +226.0% |
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