+12.1%
HLT vs MTZ
+30.9%
-18.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -3.3% | -1.6% | -1.7% | -3.3% |
| 30D | -4.1% | -11.1% | +7.0% | -3.7% |
| 3M | -7.9% | -36.7% | +28.8% | -6.4% |
| 6M | +2.2% | -21.9% | +24.1% | +2.1% |
| YTD | +8.5% | +9.1% | -0.6% | +8.3% |
| 1Y | +12.1% | +30.0% | -17.8% | +12.3% |
| All | +12.1% | +30.9% | -18.7% | +12.3% |
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 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