+645.2%
HWM vs MTZ
+162.0%
+483.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | -8.0% | +2.3% | -10.3% | -8.9% |
| 30D | -18.0% | -10.3% | -7.7% | -15.6% |
| 3M | -9.5% | -31.8% | +22.3% | -0.6% |
| 6M | -8.4% | -19.2% | +10.8% | -5.8% |
| YTD | +13.6% | +10.7% | +2.9% | +4.6% |
| 1Y | +30.2% | +37.5% | -7.3% | +10.7% |
| 3Y | +392.2% | +162.4% | +229.9% | +239.1% |
| 5Y | +645.2% | +166.3% | +478.9% | +368.7% |
| All | +645.2% | +162.0% | +483.2% | +368.7% |
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 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