+666.4%
HPE vs MTZ
+1,350.3%
-683.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.5% | -2.7% | -5.0% |
| 7D | +1.4% | 0.0% | +1.5% | +1.5% |
| 30D | +1.5% | -14.8% | +16.4% | +7.5% |
| 3M | +21.7% | -30.8% | +52.6% | +36.3% |
| 6M | +164.2% | -22.6% | +186.8% | +182.3% |
| YTD | +132.1% | +6.8% | +125.2% | +119.1% |
| 1Y | +130.6% | +22.1% | +108.5% | +106.5% |
| 3Y | +244.1% | +153.1% | +91.0% | +129.5% |
| 5Y | +340.8% | +161.4% | +179.4% | +178.2% |
| 10Y | +500.2% | +723.1% | -222.9% | +139.7% |
| All | +666.4% | +1,350.3% | -683.9% | +163.6% |
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