-34.7%
UPS vs MTZ
+168.2%
-202.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.2% |
| 7D | -2.0% | +1.4% | -3.3% | -2.2% |
| 30D | -2.0% | -14.5% | +12.5% | +0.2% |
| 3M | -6.2% | -32.9% | +26.7% | -1.5% |
| 6M | +2.8% | -20.8% | +23.6% | +4.6% |
| YTD | +5.9% | +10.6% | -4.7% | +1.7% |
| 1Y | +26.2% | +27.1% | -0.8% | +18.0% |
| 3Y | -26.0% | +166.1% | -192.1% | -42.1% |
| All | -34.7% | +168.2% | -202.8% | -51.4% |
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