+2,768.0%
HPQ vs MTZ
+3,182.4%
-414.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.8% | -8.3% | -5.0% |
| 7D | -0.5% | +3.6% | -4.0% | -1.0% |
| 30D | +3.7% | -9.6% | +13.4% | +5.0% |
| 3M | +24.3% | -31.9% | +56.2% | +29.5% |
| 6M | +64.8% | -13.8% | +78.6% | +65.1% |
| YTD | +43.9% | +13.3% | +30.6% | +38.1% |
| 1Y | +11.7% | +39.3% | -27.6% | +3.7% |
| 3Y | +19.7% | +168.3% | -148.7% | -1.2% |
| 5Y | +32.2% | +166.4% | -134.2% | +8.2% |
| 10Y | +198.9% | +739.9% | -541.0% | +105.5% |
| All | +2,768.0% | +3,182.4% | -414.4% | +1,324.8% |
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