+221.2%
UPS vs MTZ
+1,012.7%
-791.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.6% | -2.2% |
| 7D | -2.1% | +3.6% | -5.7% | -2.5% |
| 30D | -2.3% | -9.6% | +7.3% | -1.3% |
| 3M | -5.2% | -31.9% | +26.7% | -1.7% |
| 6M | +1.4% | -13.8% | +15.2% | +2.1% |
| YTD | +6.1% | +13.3% | -7.1% | +3.3% |
| 1Y | +27.0% | +39.3% | -12.3% | +20.3% |
| 3Y | -25.9% | +168.3% | -194.3% | -36.5% |
| 5Y | -34.6% | +166.4% | -201.0% | -44.6% |
| 10Y | +36.2% | +739.9% | -703.8% | -1.7% |
| All | +221.2% | +1,012.7% | -791.5% | +92.8% |
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