+246.3%
HPE vs MTZ
+151.6%
+94.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.5% | -2.7% | -4.9% |
| 7D | +1.4% | 0.0% | +1.5% | +1.5% |
| 30D | +1.5% | -14.8% | +16.4% | +7.7% |
| 3M | +21.7% | -30.8% | +52.6% | +36.8% |
| 6M | +164.2% | -22.6% | +186.8% | +181.5% |
| YTD | +132.1% | +6.8% | +125.2% | +115.6% |
| 1Y | +130.6% | +22.1% | +108.5% | +101.8% |
| All | +246.3% | +151.6% | +94.7% | +142.1% |
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