+16.9%
HON vs MTZ
+151.6%
-134.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.0% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -11.9% | -14.8% | +3.0% | -10.4% |
| 3M | -6.1% | -30.8% | +24.7% | -3.3% |
| 6M | -19.2% | -22.6% | +3.4% | -18.2% |
| YTD | +0.2% | +6.8% | -6.7% | -2.4% |
| 1Y | -1.5% | +22.1% | -23.6% | -5.6% |
| All | +16.9% | +151.6% | -134.7% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling