+31,139.8%
HD vs MTZ
+3,062.5%
+28,077.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | -8.4% | -11.1% | +2.7% | -7.3% |
| 3M | +4.3% | -36.7% | +41.0% | +8.9% |
| 6M | -11.1% | -21.9% | +10.8% | -9.7% |
| YTD | -4.7% | +9.1% | -13.8% | -7.0% |
| 1Y | -19.8% | +30.0% | -49.8% | -23.6% |
| 3Y | +4.1% | +138.5% | -134.4% | -9.4% |
| 5Y | +10.3% | +158.3% | -148.0% | -6.0% |
| 10Y | +203.2% | +700.8% | -497.6% | +121.0% |
| All | +31,139.8% | +3,062.5% | +28,077.2% | +16,905.3% |
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