+18.7%
HPQ vs MTZ
+30.9%
-12.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.3% |
| 7D | +6.9% | -1.6% | +8.5% | +6.9% |
| 30D | +14.4% | -11.1% | +25.5% | +13.8% |
| 3M | +25.6% | -36.7% | +62.3% | +24.2% |
| 6M | +75.0% | -21.9% | +97.0% | +67.7% |
| YTD | +50.7% | +9.1% | +41.6% | +35.9% |
| 1Y | +18.7% | +30.0% | -11.3% | +5.2% |
| All | +18.7% | +30.9% | -12.2% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling