-3.1%
HON vs MTZ
+26.3%
-29.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.3% |
| 7D | -3.5% | +1.4% | -4.8% | -3.6% |
| 30D | -13.8% | -14.5% | +0.7% | -12.6% |
| 3M | -11.7% | -32.9% | +21.3% | -9.4% |
| 6M | -18.7% | -20.8% | +2.1% | -19.3% |
| YTD | +0.2% | +10.6% | -10.4% | -4.3% |
| 1Y | -3.1% | +27.1% | -30.1% | -11.5% |
| All | -3.1% | +26.3% | -29.3% | -11.5% |
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