+768.7%
HBAN vs MTZ
+3,109.1%
-2,340.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.4% |
| 7D | -1.5% | +2.3% | -3.8% | -1.9% |
| 30D | -5.5% | -10.3% | +4.8% | -4.0% |
| 3M | -0.2% | -31.8% | +31.6% | +4.6% |
| 6M | +5.2% | -19.2% | +24.3% | +7.1% |
| YTD | -2.3% | +10.7% | -13.0% | -5.5% |
| 1Y | -2.2% | +37.5% | -39.7% | -8.8% |
| 3Y | +73.8% | +162.4% | -88.5% | +43.9% |
| 5Y | +35.2% | +166.3% | -131.1% | +10.4% |
| 10Y | +155.4% | +753.2% | -597.8% | +75.5% |
| All | +768.7% | +3,109.1% | -2,340.4% | +348.4% |
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 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