-21.4%
HCA vs MTZ
-21.3%
-0.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.5% |
| 7D | +2.9% | 0.0% | +3.0% | +2.9% |
| 30D | +2.4% | -14.8% | +17.2% | +1.0% |
| 3M | +13.0% | -30.8% | +43.9% | +8.1% |
| 6M | -21.4% | -22.6% | +1.2% | -25.9% |
| All | -21.4% | -21.3% | -0.1% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling