+30.6%
UPS vs MTZ
-14.7%
+45.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -15.4% | +20.1% | +5.1% |
| 7D | +8.2% | -7.4% | +15.6% | +8.1% |
| 30D | +22.7% | -23.6% | +46.3% | +23.8% |
| 3M | +6.4% | -38.3% | +44.7% | +9.0% |
| 6M | +22.6% | -60.6% | +83.2% | +29.2% |
| YTD | +20.7% | -22.9% | +43.6% | +20.4% |
| 1Y | +30.6% | -14.3% | +44.9% | +29.0% |
| All | +30.6% | -14.7% | +45.3% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling