+138.4%
HLT vs MTZ
+168.2%
-29.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.7% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | -5.0% | -14.5% | +9.5% | -2.2% |
| 3M | -10.4% | -32.9% | +22.5% | -4.2% |
| 6M | +3.2% | -20.8% | +24.1% | +5.3% |
| YTD | +6.7% | +10.6% | -3.9% | -0.1% |
| 1Y | +10.3% | +27.1% | -16.8% | -1.1% |
| 3Y | +99.3% | +166.1% | -66.8% | +43.6% |
| All | +138.4% | +168.2% | -29.8% | +63.6% |
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