+9,321.7%
UNP vs MTZ
+3,062.5%
+6,259.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.1% |
| 7D | -5.3% | -1.6% | -3.8% | -5.2% |
| 30D | -1.5% | -11.1% | +9.5% | -0.4% |
| 3M | +10.3% | -36.7% | +47.0% | +14.7% |
| 6M | +9.7% | -21.9% | +31.6% | +11.3% |
| YTD | +27.1% | +9.1% | +18.0% | +24.3% |
| 1Y | +32.6% | +30.0% | +2.6% | +26.9% |
| 3Y | +40.0% | +138.5% | -98.5% | +23.2% |
| 5Y | +50.8% | +158.3% | -107.5% | +30.0% |
| 10Y | +278.6% | +700.8% | -422.1% | +185.8% |
| All | +9,321.7% | +3,062.5% | +6,259.2% | +6,126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling