-14.9%
HAL vs MTZ
+420.7%
-435.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.6% |
| 7D | +6.1% | +5.0% | +1.1% | +3.7% |
| 30D | +2.9% | -6.0% | +8.9% | +4.1% |
| 3M | +3.3% | -36.1% | +39.5% | +22.0% |
| 6M | -16.9% | -56.9% | +40.0% | +11.8% |
| YTD | +21.2% | -15.9% | +37.1% | +16.8% |
| 1Y | +27.5% | -3.8% | +31.4% | +14.8% |
| 3Y | -6.4% | +272.3% | -278.7% | -62.1% |
| 5Y | +58.0% | +91.1% | -33.1% | -15.5% |
| All | -14.9% | +420.7% | -435.6% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling