+5,506.3%
HON vs MTZ
+3,109.1%
+2,397.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -0.6% | +2.3% | -2.8% | -0.8% |
| 30D | -15.4% | -10.3% | -5.1% | -14.3% |
| 3M | -9.1% | -31.8% | +22.7% | -5.5% |
| 6M | -17.1% | -19.2% | +2.1% | -15.8% |
| YTD | +1.5% | +10.7% | -9.2% | -1.1% |
| 1Y | -1.3% | +37.5% | -38.9% | -6.8% |
| 3Y | +19.5% | +162.4% | -142.8% | +1.6% |
| 5Y | +3.1% | +166.3% | -163.3% | -13.8% |
| 10Y | +138.4% | +753.2% | -614.8% | +68.8% |
| All | +5,506.3% | +3,109.1% | +2,397.2% | +2,882.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling