+253.9%
UMC vs MTZ
+151.6%
+102.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.4% |
| 7D | +11.4% | 0.0% | +11.4% | +11.4% |
| 30D | +16.8% | -14.8% | +31.6% | +22.6% |
| 3M | +19.1% | -30.8% | +49.9% | +34.3% |
| 6M | +137.4% | -22.6% | +160.1% | +159.6% |
| YTD | +186.4% | +6.8% | +179.6% | +190.0% |
| 1Y | +229.1% | +22.1% | +206.9% | +221.8% |
| All | +253.9% | +151.6% | +102.3% | +185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling