+2.6%
HAL vs MTZ
+773.6%
-771.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.2% | -2.1% |
| 7D | -3.3% | +1.4% | -4.7% | -4.0% |
| 30D | +8.2% | -14.5% | +22.6% | +15.1% |
| 3M | -9.4% | -32.9% | +23.5% | +3.2% |
| 6M | +0.6% | -20.8% | +21.5% | +4.4% |
| YTD | +28.6% | +10.6% | +18.0% | +12.9% |
| 1Y | +63.9% | +27.1% | +36.8% | +33.3% |
| 3Y | -7.1% | +166.1% | -173.3% | -52.8% |
| 5Y | +102.3% | +170.7% | -68.3% | -5.3% |
| All | +2.6% | +773.6% | -771.0% | -72.4% |
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 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