+228.7%
HL vs MTZ
+168.2%
+60.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.5% |
| 7D | -4.4% | +1.4% | -5.7% | -4.9% |
| 30D | +9.3% | -14.5% | +23.8% | +15.4% |
| 3M | +32.0% | -32.9% | +64.9% | +49.9% |
| 6M | -6.4% | -20.8% | +14.4% | -0.1% |
| YTD | +3.1% | +10.6% | -7.5% | -1.9% |
| 1Y | +77.6% | +27.1% | +50.5% | +61.1% |
| 3Y | +392.8% | +166.1% | +226.7% | +235.2% |
| All | +228.7% | +168.2% | +60.5% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling