+34,054.1%
HD vs MTZ
+2,311.2%
+31,742.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.7% | -0.2% |
| 7D | +5.2% | -8.7% | +13.9% | +5.9% |
| 30D | +20.7% | -15.0% | +35.7% | +22.4% |
| 3M | +0.8% | -32.6% | +33.4% | +4.6% |
| 6M | +12.2% | -56.3% | +68.6% | +21.3% |
| YTD | +4.2% | -16.8% | +21.0% | +4.2% |
| 1Y | -2.6% | -10.0% | +7.5% | -3.6% |
| 3Y | +30.0% | +267.1% | -237.1% | +7.4% |
| 5Y | +8.1% | +89.9% | -81.8% | -5.2% |
| 10Y | +247.2% | +442.2% | -195.1% | +162.6% |
| All | +34,054.1% | +2,311.2% | +31,742.9% | +18,949.5% |
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