+243.8%
HPQ vs MTZ
+773.6%
-529.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.5% | +4.9% | +7.4% |
| 7D | +9.8% | +1.4% | +8.4% | +9.2% |
| 30D | +22.4% | -14.5% | +36.8% | +27.4% |
| 3M | +45.2% | -32.9% | +78.1% | +58.2% |
| 6M | +96.4% | -20.8% | +117.3% | +100.2% |
| YTD | +65.4% | +10.6% | +54.8% | +49.6% |
| 1Y | +31.6% | +27.1% | +4.5% | +13.0% |
| 3Y | +37.0% | +166.1% | -129.1% | -14.1% |
| 5Y | +53.0% | +170.7% | -117.7% | -8.9% |
| All | +243.8% | +773.6% | -529.7% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling