+279.5%
UNP vs MTZ
+743.7%
-464.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.1% |
| 7D | -1.2% | 0.0% | -1.1% | -1.2% |
| 30D | -2.0% | -14.8% | +12.9% | +1.3% |
| 3M | +7.5% | -30.8% | +38.3% | +14.2% |
| 6M | +15.3% | -22.6% | +38.0% | +18.5% |
| YTD | +25.4% | +6.8% | +18.6% | +18.7% |
| 1Y | +35.6% | +22.1% | +13.5% | +23.4% |
| 3Y | +44.1% | +153.1% | -109.0% | +3.2% |
| 5Y | +54.0% | +161.4% | -107.5% | +4.5% |
| All | +279.5% | +743.7% | -464.3% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling