+39.3%
HPQ vs MTZ
+159.0%
-119.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | +1.7% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | +13.7% | -14.8% | +28.5% | +16.9% |
| 3M | +33.9% | -30.8% | +64.7% | +40.9% |
| 6M | +80.9% | -22.6% | +103.5% | +82.8% |
| YTD | +52.6% | +6.8% | +45.8% | +40.1% |
| 1Y | +21.2% | +22.1% | -0.9% | +6.8% |
| 3Y | +26.9% | +153.1% | -126.2% | -12.3% |
| All | +39.3% | +159.0% | -119.8% | -12.3% |
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