+1.4%
HON vs MTZ
+159.0%
-157.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.8% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -11.9% | -14.8% | +3.0% | -9.9% |
| 3M | -6.1% | -30.8% | +24.7% | -2.1% |
| 6M | -19.2% | -22.6% | +3.4% | -17.6% |
| YTD | +0.2% | +6.8% | -6.7% | -3.3% |
| 1Y | -1.5% | +22.1% | -23.6% | -7.2% |
| 3Y | +17.9% | +153.1% | -135.2% | -4.0% |
| All | +1.4% | +159.0% | -157.7% | -22.9% |
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