+33,787.5%
HD vs MTZ
+2,368.0%
+31,419.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -0.5% | +16.5% | -16.9% | -2.3% |
| 30D | +18.5% | -10.2% | +28.7% | +19.3% |
| 3M | +2.2% | -34.2% | +36.3% | +6.3% |
| 6M | +13.8% | -56.0% | +69.8% | +23.0% |
| YTD | +3.4% | -14.8% | +18.3% | +3.1% |
| 1Y | -3.5% | -7.2% | +3.7% | -4.8% |
| 3Y | +29.0% | +275.8% | -246.8% | +6.2% |
| 5Y | +6.1% | +93.5% | -87.4% | -7.2% |
| 10Y | +242.3% | +432.7% | -190.4% | +159.2% |
| All | +33,787.5% | +2,368.0% | +31,419.5% | +18,748.8% |
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 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