+608.0%
HWM vs MTZ
+92.0%
+516.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | +11.1% | +16.5% | -5.3% | +5.9% |
| 30D | +3.0% | -10.2% | +13.2% | +5.8% |
| 3M | -20.7% | -34.2% | +13.4% | -11.2% |
| 6M | -17.2% | -56.0% | +38.8% | +3.2% |
| YTD | +9.1% | -14.8% | +23.9% | +7.8% |
| 1Y | +9.0% | -7.2% | +16.3% | +4.5% |
| 3Y | +353.8% | +275.8% | +78.1% | +183.1% |
| 5Y | +608.0% | +93.5% | +514.5% | +395.3% |
| All | +608.0% | +92.0% | +516.1% | +395.3% |
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