+60.4%
HL vs MTZ
+3,109.1%
-3,048.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.2% |
| 7D | +0.4% | +2.3% | -1.9% | +0.1% |
| 30D | +18.8% | -10.3% | +29.1% | +20.3% |
| 3M | +43.7% | -31.8% | +75.6% | +50.0% |
| 6M | -1.0% | -19.2% | +18.1% | +1.2% |
| YTD | +8.7% | +10.7% | -2.0% | +7.3% |
| 1Y | +105.0% | +37.5% | +67.5% | +97.4% |
| 3Y | +427.3% | +162.4% | +264.9% | +366.5% |
| 5Y | +249.3% | +166.3% | +83.0% | +205.8% |
| 10Y | +284.2% | +753.2% | -469.0% | +195.4% |
| All | +60.4% | +3,109.1% | -3,048.6% | +23.2% |
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 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