+54.0%
UNP vs MTZ
+168.2%
-114.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.9% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | -2.7% | -14.5% | +11.8% | -1.0% |
| 3M | +6.5% | -32.9% | +39.4% | +10.8% |
| 6M | +14.4% | -20.8% | +35.2% | +15.6% |
| YTD | +24.8% | +10.6% | +14.2% | +19.7% |
| 1Y | +34.4% | +27.1% | +7.3% | +25.7% |
| 3Y | +43.6% | +166.1% | -122.6% | +15.7% |
| All | +54.0% | +168.2% | -114.2% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling