+3.1%
HD vs MTZ
+165.0%
-162.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.1% | -2.7% |
| 7D | -1.2% | +3.6% | -4.7% | -1.5% |
| 30D | -11.1% | -9.6% | -1.5% | -10.3% |
| 3M | +2.0% | -31.9% | +34.0% | +5.3% |
| 6M | -10.5% | -13.8% | +3.4% | -10.8% |
| YTD | -6.9% | +13.3% | -20.1% | -10.9% |
| 1Y | -23.2% | +39.3% | -62.5% | -29.2% |
| 3Y | +3.1% | +168.3% | -165.3% | -16.8% |
| All | +3.1% | +165.0% | -162.0% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling