+248.6%
HD vs MTZ
+420.7%
-172.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +1.5% | +5.0% | -3.5% | +0.6% |
| 30D | +18.0% | -6.0% | +24.0% | +18.4% |
| 3M | +2.8% | -36.1% | +38.9% | +10.5% |
| 6M | +17.0% | -56.9% | +73.8% | +33.9% |
| YTD | +3.5% | -15.9% | +19.4% | +2.1% |
| 1Y | -2.6% | -3.8% | +1.3% | -6.9% |
| 3Y | +30.7% | +272.3% | -241.5% | -12.3% |
| 5Y | +6.2% | +91.1% | -84.9% | -19.6% |
| All | +248.6% | +420.7% | -172.2% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling