+36.3%
HBAN vs MTZ
+168.2%
-131.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.8% | -0.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.4% |
| 30D | -5.6% | -14.5% | +8.9% | -2.0% |
| 3M | -1.1% | -32.9% | +31.8% | +7.1% |
| 6M | +9.9% | -20.8% | +30.7% | +12.7% |
| YTD | -0.9% | +10.6% | -11.5% | -8.5% |
| 1Y | -1.4% | +27.1% | -28.5% | -13.2% |
| 3Y | +78.2% | +166.1% | -87.9% | +20.5% |
| All | +36.3% | +168.2% | -131.9% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling