-58.5%
HUBS vs MTZ
+160.5%
-218.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.5% |
| 7D | -9.0% | +1.4% | -10.4% | -9.1% |
| 30D | +7.2% | -14.5% | +21.7% | +8.5% |
| 3M | +20.9% | -32.9% | +53.8% | +23.7% |
| 6M | -13.0% | -20.8% | +7.8% | -16.2% |
| YTD | -43.8% | +10.6% | -54.4% | -51.1% |
| 1Y | -54.6% | +27.1% | -81.7% | -62.4% |
| 3Y | -58.5% | +166.1% | -224.6% | -72.2% |
| All | -58.5% | +160.5% | -218.9% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling