+1,754.0%
HCA vs MTZ
+1,125.3%
+628.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.2% | +0.6% |
| 7D | +5.4% | +1.4% | +4.1% | +5.0% |
| 30D | +3.0% | -14.5% | +17.5% | +6.1% |
| 3M | +13.0% | -32.9% | +46.0% | +20.4% |
| 6M | -20.3% | -20.8% | +0.6% | -18.7% |
| YTD | -8.2% | +10.6% | -18.8% | -13.8% |
| 1Y | +6.7% | +27.1% | -20.4% | -3.5% |
| 3Y | +60.4% | +166.1% | -105.8% | +14.0% |
| 5Y | +73.4% | +170.7% | -97.2% | +18.7% |
| 10Y | +506.9% | +752.2% | -245.3% | +195.6% |
| All | +1,754.0% | +1,125.3% | +628.6% | +649.1% |
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