+210.2%
HD vs MTZ
+729.4%
-519.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -1.8% | +2.3% | -4.1% | -2.3% |
| 30D | -10.8% | -10.3% | -0.6% | -9.2% |
| 3M | -2.7% | -31.8% | +29.2% | +3.0% |
| 6M | -10.3% | -19.2% | +8.9% | -8.8% |
| YTD | -7.8% | +10.7% | -18.5% | -12.8% |
| 1Y | -23.1% | +37.5% | -60.7% | -31.1% |
| 3Y | +2.0% | +162.4% | -160.3% | -24.4% |
| 5Y | +6.2% | +166.3% | -160.1% | -23.9% |
| 10Y | +210.2% | +753.2% | -543.0% | +57.7% |
| All | +210.2% | +729.4% | -519.2% | +57.7% |
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