+40.2%
UNP vs MTZ
+89.4%
-49.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +4.2% | +5.0% | -0.8% | +3.6% |
| 30D | +5.6% | -6.0% | +11.6% | +5.9% |
| 3M | +2.0% | -36.1% | +38.1% | +6.8% |
| 6M | +15.4% | -56.9% | +72.3% | +26.0% |
| YTD | +32.7% | -15.9% | +48.6% | +30.7% |
| 1Y | +39.4% | -3.8% | +43.3% | +34.3% |
| 3Y | +54.3% | +272.3% | -218.0% | +14.4% |
| All | +40.2% | +89.4% | -49.2% | +12.7% |
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