-3.8%
HAL vs MTZ
+160.8%
-164.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.2% |
| 7D | -1.3% | +2.3% | -3.6% | -1.7% |
| 30D | +10.9% | -10.3% | +21.2% | +12.6% |
| 3M | -5.8% | -31.8% | +26.0% | -1.3% |
| 6M | +8.1% | -19.2% | +27.3% | +8.8% |
| YTD | +33.2% | +10.7% | +22.5% | +25.4% |
| 1Y | +74.2% | +37.5% | +36.6% | +56.2% |
| All | -3.8% | +160.8% | -164.5% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling