+396.0%
HPE vs MTZ
+168.2%
+227.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.5% | +8.9% | +11.1% |
| 7D | +19.4% | +1.4% | +18.0% | +19.0% |
| 30D | +5.6% | -14.5% | +20.1% | +11.7% |
| 3M | +33.1% | -32.9% | +66.0% | +51.2% |
| 6M | +192.5% | -20.8% | +213.3% | +209.9% |
| YTD | +160.9% | +10.6% | +150.3% | +142.1% |
| 1Y | +155.0% | +27.1% | +127.9% | +123.5% |
| 3Y | +289.4% | +166.1% | +123.3% | +158.6% |
| All | +396.0% | +168.2% | +227.8% | +205.4% |
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