+595.7%
HAL vs MTZ
+3,062.5%
-2,466.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | +2.9% | -1.6% | +4.5% | +3.2% |
| 30D | +17.0% | -11.1% | +28.1% | +19.1% |
| 3M | -9.7% | -36.7% | +27.1% | -3.9% |
| 6M | +8.6% | -21.9% | +30.6% | +11.2% |
| YTD | +33.0% | +9.1% | +23.9% | +28.4% |
| 1Y | +68.3% | +30.0% | +38.4% | +57.5% |
| 3Y | +0.1% | +138.5% | -138.3% | -17.4% |
| 5Y | +102.6% | +158.3% | -55.7% | +63.6% |
| 10Y | +3.8% | +700.8% | -696.9% | -27.7% |
| All | +595.7% | +3,062.5% | -2,466.8% | +314.6% |
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