+133.9%
HL vs MTZ
+30.9%
+103.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.5% |
| 7D | +1.5% | -1.6% | +3.1% | +2.2% |
| 30D | +25.1% | -11.1% | +36.1% | +31.9% |
| 3M | +22.9% | -36.7% | +59.6% | +50.3% |
| 6M | -4.9% | -21.9% | +17.0% | 0.0% |
| YTD | +7.8% | +9.1% | -1.3% | -6.7% |
| 1Y | +133.9% | +30.0% | +103.9% | +87.2% |
| All | +133.9% | +30.9% | +103.0% | +87.2% |
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