-23.9%
HD vs MTZ
+31.7%
-55.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.5% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -13.1% | -14.8% | +1.7% | -13.1% |
| 3M | -3.4% | -30.8% | +27.4% | -3.9% |
| 6M | -12.6% | -22.6% | +10.1% | -13.3% |
| YTD | -9.2% | +6.8% | -16.1% | -8.9% |
| 1Y | -23.9% | +22.1% | -46.1% | -22.4% |
| All | -23.9% | +31.7% | -55.6% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling